Technology shortfalls and lack of liquidity compound challenges
ALM benefits potentially outweighed by rise in lapses
Oil firms turning to LLS, WCS, Mars and Midland for hedging exposures
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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.