Exclusive coverage of congress for energy risk managers and traders
Long-dated natural gas and power markets hit especially hard, conference told
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.
More Liquidity articles
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
Regulators are hoping higher capital levels will translate into healthier markets
Prudential rules sought to bring about new market structure, says ex-BoE deputy governor
NYU quants use Bayesian techniques to sequence trades, considering trading costs and multiple assets
Evaporation of liquidity on January 15 caught traders by surprise
Hedge funds need to step in, says CIO Williams
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.