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Rising offshore renminbi interbank rates in Hong Kong have made its deliverable forwards market the cheapest forum compared with NDFs and onshore forwards for corporates to hedge, bankers say
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.