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...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Illiquidity risk articles
A reliance on liquid demand deposits may pose problems for Indonesian banks with no other obvious sources of funding
Regulators and policy-makers are determined to solve the problem of banks that are too big to fail, says Paul Tucker, deputy governor of the Bank of England (BoE). And, in doing so, they will not allow “the tragedy” of central counterparties (CCPs)...
In October 2001, two prescient articles drew attention to the Gaussian copula model – that would play such a crucial role in the crisis to come – and anticipated the methods regulators are now exploring to capitalise market liquidity risk
A current focus on operational risk by senior management should be grasped by op risk teams to make key improvements
Australia is forging ahead of the rest of Asia in introducing risk-based capital regulation for its insurance industry with the recognition of an illiquidity premium. Could this in turn lead to a solution to Australian banks’ Basel III liquidity issues?...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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