New stress-testing method offers a break from decades-old traditio
Modifications by the Basel Committee are welcomed, but further changes are needed, dealers claim
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Regulators believe the IIF has over-estimated the effect of the planned Basel III reforms.
Dealers complain a long-awaited draft of standards for derivatives clearing platforms fails to address key issues.
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.