A review of Risk.net's coverage of stress tests and oversight
Bank will remain a market leader despite Mercuria sale, say new co-heads
Response to criticism of deference to big banks
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Bank says economics, not regulation, drove physical commodities sale
2015 stress test plans released with milder 'adverse' scenario
Tarullo and Wetjen say regulators should set standards for CCPs
Moving reference rate from Fed funds to GC repo rate to pose few problems
New proposal exempts non-financial end-users from margin requirement
Powell says Fed will "make sure" move happens in coordinated fashion
Central bank will coordinate switch to new risk-free benchmark
First-wave filers unclear on regulators' resolution expectations
Member of UK's Equality and Human Rights Commission joins Co-op
Commodities head "doesn't lay awake at night" worried about non-banks
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.