Hedge funds need to step in, says CIO Williams
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Lax due diligence and heroic top-down positions highlighted too
Liquidity plays a vastly underappreciated role in commodity markets
Regulatory changes are increasing the importance of collateral agreements and credit issues in over-the-counter derivatives transactions. This paper considers the nature of derivatives collateral agreements...
Insurers are under increasing pressure to plan access to collateral
Banks will "revisit their presence" due to liquidity and leverage charges
New set-up allows fast, tractable optimisation of trade execution, without neglecting downside risk
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.