Liquidity
Criticism of Basel III liquidity ratios continues
The liquidity coverage ratio and net stable funding ratio in Basel III have been highlighted as among the most challenging aspects of the new capital and liquidity framework. Supervisors have promised...
Derivatives pricing used to seem so easy, at least for less complex instruments. Until three years ago, financial engineers, traders and risk managers had largely agreed on the appropriate use of models...
Algorithmics' president and chief operating officer Michael Zerbs talks about the long-term impact of moving from Basel II to Basel III, including some 'unintended consequences' likely to emerge from the...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Liquidity articles
Asian investors love liquidity but drawn to risk, says BarCap survey
Growing interest in ETFs and a strong preference for liquidity indicate the return of risk appetite in Asia, with equity remaining the antidote of choice to hedge against inflation fears
Collateral management: Firms face up to regulatory challenge
Collateral management has become an increasingly complex and vital component of credit risk management for the energy sector. With the EU considering reforming commodity derivative regulation, Alex Davis looks at the latest developments and examines whether...
Non-core currencies offer safe haven from Eurozone woes
The crisis in the Eurozone has created volatility for the continent’s primary currency, but a number of other currencies in Europe have benefited from investor demand for safe havens. The question now is whether this currency play has run its course...
Risky funding with counterparty and liquidity charges
Standard techniques for incorporating liquidity costs into the fair value of derivatives produce counter-intuitive results when the credit risk of the counterparty and the investor are added to the picture. Here, Massimo Morini and Andrea Prampolini show...
Structured products versus ETFs: Which is best?
The growth of the exchange-traded funds market during the financial crisis put structured products in the shade. As the market recovers, debates about the respective benefits of the two vehicles are as prominent as ever. But have innovations blurred the...
Japan injects ¥7 trillion; expands asset purchase programme by ¥5 trillion...
Bank of Japan makes largest-ever same-day funds operation in bid to subdue market panic following Tohoku earthquake
BoJ leaps to action to soothe quake fears
Bank of Japan moves to assure investors that financial infrastructures are still working; central bank will work to maintain smooth liquidity, settlement conditions
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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