Collateral management has been hoisted up to-do lists since Lehman Brothers collapsed last year. Under pressure from the Federal Reserve Bank of New York and other supervisors to make radical improvements...
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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.