ECB rate cut to drive modest recovery in eurozone
Societe Generale wins Structured Products interest rates award for Asia
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More Interest rates articles
Sponsored interview: Societe Generale
Out-of-step central banks could give market pause for thought
Firms consider the return of more volatile conditions
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
Falling deposit rates and positive returns boost sales
India becomes latest Asian jurisdiction to move to a market benchmark
Legal & General exits the market following a reported decline in sales, putting an end to its distribution of Barclays-backed plans
Volume 8, Issue 4, 2013
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften t...
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.