A conflict between new liquidity regulations under Basel III and existing central bank operations leaves a gap that banks may be able to exploit, warns financial stability expert
Financial Stability Board chairman Mario Draghi says resolution regimes for systemically important banks operating across borders need not be bogged down in political tensions
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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The US government's widespread use of asset guarantees has "rewritten the rules" of the financial system, exposing taxpayers to trillions of dollars in guarantees and creating significant moral hazard,...
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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.