Banks, energy firms and regulators express concern about impact of regulation
Arbitrageurs have exited trades, leaving basis structurally higher
Monetary policy and regulation have amplified illiquidity, says IMF official
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Liquidity articles
Banks warn prices to rise under new regime
Disclosure rules may catch multi-part trades if any component is deemed liquid
Apple and WD-40 Company liquidity remarkably similar over 10 years
Swiss bank's fixed-income trading floor is home to two distinct businesses
Long-dated natural gas and power markets hit especially hard, conference told
Market participants "must ensure they are capable of bearing losses", says SNB vice-chair
It was “absolutely certain” that SNB would end Swiss franc floor, says vice-chair
Role of financial participants in price plunge adds new twist to old debate
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.