Basel Committee ignores calls to protect market in new funding rules
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Top story articles
Retroactive need to count up trades could hit clients this week
Survey shows insurers are still grappling with challenges of central clearing
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
Stock connect to be catalyst for A-share inclusion in MSCI index
Fund managers need to ensure internal controls are up to the mark
US regime differs on currency, threshold, eligible collateral and non-financials
Reporting impacts NAVs, may cause capital-raising challenges
"Buy-side firms say they want more liquidity and choice. Now, they have choice"
Traders fear swap market will be split by 0% floor disputes
Lawyer says bill will not cut tax avoidance, only harm investment
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.