Diverse products and risk profiles make standardised stress testing difficult
Table boosted by Citi's $850 billion mandate win in Norway
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 JP Morgan articles
Trading errors, collateral and the potential for China's derivative market were 2014's top stories
Bank will remain a market leader despite Mercuria sale, say new co-heads
Bank says economics, not regulation, drove physical commodities sale
Historical composite data unreliable for extrapolating returns
CCPs have ways to boost financial strength – none straightforward
Other commodities moves at CME Group, Deutsche Bank & NextEra Energy
Analysts extrapolate from £1.8bn FCA fine
Acquirers are being punished for actions they had no control over
Bank of America and Citi likely to be in the second wave of banks
JP Morgan's oil team is providing liquidity across the barrel in Asia
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.