Regulations impose idiosyncratic capital and funding costs for holding derivatives. Idiosyncratic costs mean that no single measure makes derivatives martingales for all market participants. Chris K...
Insurers are under increasing pressure to plan access to collateral
Banks will "revisit their presence" due to liquidity and leverage charges
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Liquidity articles
New set-up allows fast, tractable optimisation of trade execution, without neglecting downside risk
We describe the network properties of the Korean interbank payment system (BOKWire+), apply existing methodologies for identifying systemically important banks and develop a new intraday liquidity indicator...
Volume 2, Issue 3, 2014
Eurex and SGX can borrow from their central banks, while rivals have to rely on common-or-garden lenders
Hoogervorst says work on classification and measurement "has been done for nothing"
BoE governor insists clearing houses must have enough liquidity to cope with default of two big member firms
A staff report from the New York Federal Reserve argues the evidence points to hedge funds rather than dealers precipitating the post-Lehman liquidity crisis, with implications for rules on prop tra...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.