Dealers at London event remain unconvinced by controversial funding adjustment
Quants argue banks are inflating FVA; Crédit Agricole among those weighing new approach
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Interest rate derivatives house of the year: Goldman Sachs
Cheaper swaps prices have convinced two more DMOs to sign collateral agreements
It’s no surprise to find that Société Générale Corporate & Investment Banking (SG CIB) was involved in a large, long-dated equity repo transaction with a US bank last year. What is more surprising...
Liquidity hedge plan was shelved after Risk article generated criticism. Now it's back, but as an exchange-traded fund
The intra-day funding burden
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.