Tarullo hints at future inclusion subject to criteria
Fears relationship between credit indexes and constituents becoming more tenuous
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Debt has jumped fifty-fold at Eskom as it races to build new power stations
Powell says Fed will "make sure" move happens in coordinated fashion
Indexes may be less effective hedges in absence of arbitrageurs
Central bank will coordinate switch to new risk-free benchmark
Revamped ABS market will need state support if it is to be a game-changer for Europe
Markup language could reduce high levels of operational risk
High-quality ABS will need some form of public backing to reach potential
Top regulators want FSB to fix clash between reporting rules and privacy laws
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.