In swap markets, bank efficiency drive has its limits, says Tullett CEO
More Tullett Prebon articles
Community banking advisory committee names seven new members
Other commodities moves at Icap, PetroChina, BAML & Evolution Markets
Innovation of the year: Tullett Prebon Information – Solvency II benchmark curves
Natural Gas/LNG House of the Year, Asia: Tullett Prebon
Will reduce capital charge by at least 75%, inter-dealer broker claims
Tweaks to Mifid text would allow owners of OTFs to engage in matched principal trading
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Broking's Big Bang
Finding value in energy volatility
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.