Draft delegated acts suggest the last liquid point for non-euro currencies could shift
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.
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Proposed changes will fail to prevent balance sheet volatility, say experts
Extrapolation method changed following concerns Smith-Wilson method impractical
Ultra long-dated UK gilts could provide data to value long-term liabilities
Pension fund liabilities could soar as Bank of England hints at second round of QE
To the best of their liability: LGIMA profile
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.