Hong Kong securities regulator wants systemically important banks to improve their ERM
Australian market will broadly be able to follow domestic rules to comply with Dodd-Frank
No guarantee of equivalence being granted to Asian clearing houses
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CCPs should have complete transparency on risk to prevent margin-related failures
Asian regulators' partial recognition of Level 2B assets justifies revised Basel liquidity approach
Dispersion trades return to Asia but dealers say this time the risks involved are manageable
Foreign exchange house of the year
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Nick Smith appointed as replacement
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.