RMB payment exceeds asset growth in Hong Kong, giving banks a funding headache
COO in interview cites equity-like evolution and regulation squeezing liquidity
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Illiquidity risk articles
Hedge funds need to step in, says CIO Williams
Illiquid hedge funds vehicle continues to find opportunities
Falling over-the-counter energy volumes in Europe and the US push liquidity to top of risk management agenda
The chief economist of Sweden’s debt office fears new rules on available-for-sale securities will make government bonds less liquid
This paper examines the effects of introducing an auto-collateralization scheme in a simulated securities settlement system. Using artificially generated data, it shows that auto-collateralization can...
A reliance on liquid demand deposits may pose problems for Indonesian banks with no other obvious sources of funding
A current focus on operational risk by senior management should be grasped by op risk teams to make key improvements
An Arch economist
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.