Basel III and IFRS 9: A tightening of the regulations
Looking both ways
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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Global financial services risk management leader Prybylski discusses forecasting, risk appetite, and Basel III
In search of strong growth — BRIC: Optimised risk/return profile
Commerzbank China Volatility Target Fund
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.