Why insurers are choosing standard formula over internal model
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Features articles
Wider benefits of Dodd-Frank and Emir reporting yet to be realised
Australia reporting rules differ from those in Hong Kong, Singapore
Deer Park, Pyrrho, PSAM, TSAF and Venor tell their stories
Strict liability for governance exposes compliance risk
Counterparty concerns could lead to increased use of clearing
Politicians push for an investigation as CFTC carries out fact-finding mission
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.