Putting cash to work – Now and post Solvency II
Ratings-based models are widely used by firms making their own capital decisions and by policy-makers designing regulatory capital requirements. By ignoring fluctuations in spreads for given rating ...
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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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.