Strengthening prices increase need for risk management, firms say
More Features articles
Due diligence requirements prompting banks to axe financial services
Contingency plans to relocate US staff remain on ice
A maths trick is taking on – and beating – fancy chips as banks try to boost their computing power
Investors warned over opaque methodologies and crowded trades
Ebola outbreak forces financial services companies to revisit plans to deal with pandemic disease
Risk disciplines at the UK's Royal Air Force face similar challenges to the financial sector
Commissioner urges rethink of Dodd-Frank Act position limits rule
How firms and regulators are responding to pressures highlighted by November survey
As Thai investors look for more liquidity in longer-dated derivatives, structural barriers remain
Operational risk events driving business line transformation
Software from Calastone seeks to bring structured products into the digital age
Intraday bond move sent Goldmans into ‘state of alert level two'
Discussion crystallises over regulatory streamlining
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.