Portfolio manager calls for tougher oversight of market-makers
Emir segregated accounts pushing firms to trade OTC, says Jones
Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Top story articles
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
Evaporation of liquidity on January 15 caught traders by surprise
Firms struggle to work out reporting mechanics before October deadline
But monopoly or duopoly inefficient, BNY Mellon says
Position sizing manager's most important quality, says study
Garry Jones on China, warehouses, clearing and financial regulation
Accountants caution UK managers seeking IFRS tax arbitrage
JAC calls on regulators to co-ordinate cost disclosure rules in KID with Mifid II
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.