Draft delegated acts suggest the last liquid point for non-euro currencies could shift
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Proposed changes will fail to prevent balance sheet volatility, say experts
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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.