Former RBS Sempra Commodities business closed just 11 months after acquisition
Capital levels hold up despite euro crisis as insurers de-risk
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Risk sentiment appeared to make a comeback in forex markets yesterday, as options volatility fell from record highs and the euro rallied in response to the deal announced after the Euro Summit in Br...
The increasing need for liquid, high grade assets under Basel III capital requirements will likely squeeze liquidity in the types of eligible collateral required by central counterparty (CCP) cleari...
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.