Hedging transactions by end-users exposed by CFTC reporting rules
Contingency plans to relocate US staff remain on ice
More Features/Regulation articles
Commissioner urges rethink of Dodd-Frank Act position limits rule
Discussion crystallises over regulatory streamlining
What impact does the 'revolving door' have on regulatory independence?
Operational risks from microlending increasing in developed and developing world
Two of the 30 firms contacted by Risk say they will fall into Emir’s crucial category two
Complexity makes precise effect of EU legislation difficult to predict
Fight against Islamic State extremists puts the spotlight on funding
How intelligent machines will change the financial markets
Surviving disasters needs more than a BCM plan
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.