Sovereign commodity risk management
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates c...
Barriers to Basel
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.
More Features/Risk Management articles
Crunch time for corporates
The risks of political uncertainty
To charge, or not to charge?
Feeling the way
The sting in the tail
Facing up to Fatca
Putting a stop to prop
A simple formula for operational risk capital
Risk & Return Australia 2011
Filling the nuclear void
Setting a new floor price?
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.