New rules ease treatment of ABS from countries with low credit ratings
Data also shows decreased tendency for funds worth less than $250m to outperform
Splitting off prop trading would ‘complement’ EU resolution regime
More Securitised debt articles
But flows into securitised credit strategies continue
Young funds posted highest cumulative returns since 2003
Japan-focused hedge funds surprise investors with continued strong performance as Russia also produces better returns than normal. Securitised credit still strong favourite but returns segmented
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.