UK banking group Barclays last month restructured $12.3 billion of credit assets by effectively converting its holdings into a loan to a buyer of the assets, a move it claims will remove mark-to-market...
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Credit default swap 5-year mid-levels for structured products issuers (July 23-July 24)
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.