Executives will be liable for banks’ misconduct under Senior Managers Regime
UBS suffers VAR exception on huge P&L swings following scheme’s launch
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Features articles
Dealers tout hybrid credit and equity-linked notes with Eurostoxx 50 exposure
Hedging threatened by treatment of liquidity and diversification, critics claim
Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
US insurers reviewing models as regulations begin to bite
Evaporation of liquidity on January 15 caught traders by surprise
Firms struggle to work out reporting mechanics before October deadline
Garry Jones on China, warehouses, clearing and financial regulation
Accountants caution UK managers seeking IFRS tax arbitrage
End-user relief has good shot at surviving Obama veto, observers say
Questions over policy design and coverage blight nascent industry
Cat bonds, high yield, US distressed, infrastructure risky too
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.