Repo and securities lending “will be the first casualties of the new Fed standards”
Weather-driven volatility highlights need for risk management
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Over two decades, magazine has shared in industry’s highs and lows
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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.