Banks will save hundreds of millions of dollars in risk-weighted assets
Greater liquidity on long-dated swaps than on exchange-traded options
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Basel III sovereign cap creates internal model headache for Malaysian banks
Banks issued debt before the end-of-2012 deadline for Basel II capital, lessening their refinancing requirements for this year
The largest pension schemes in Hong Kong can potentially be exempted from Fatca after being judged by the US to be low risk for tax evasion
A lack of liquidity is still providing problems for corporates looking to hedge – even in Hong Kong
Regulators from Malaysia, Dubai and Australia call for more countries in the region to take a stronger role in shaping the global agenda
Speaking at the Asia Risk Congress, CIMB head of rates, funding and structuring Chu Kok Wei sets out his concerns over the move to central clearing in the region
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.