Exchange bins month-old rule after it led to huge spot-futures basis
Tax treaties likely to save ETF providers from a swingeing retrospective bill
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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UBS suffers VAR exception on huge P&L swings following scheme’s launch
Dealers tout hybrid credit and equity-linked notes with Eurostoxx 50 exposure
Hedging threatened by treatment of liquidity and diversification, critics claim
Exemptions for bona fide hedging are too limited, companies say
Stays will extend to buy-side, repo, and securities lending, says BoE’s Gracie
Emir segregated accounts pushing firms to trade OTC, says Jones
FCA aims to act early to prevent misconduct
Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
One bank faces 3% hit to equity ratio if EBA proposals accepted
Internal structures allowed, but firms pushed towards internal models
Trading chief fled Cuba as a child, before finding success in energy
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.