Banks under pressure to join JP Morgan and others that have embraced FVA - but complexity is huge and consensus elusive
EM volatility remains contained – for now
Regulator urged to focus on sophisticated and institutional investors
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Cross-asset groups are increasingly in vogue, but patience is key
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Repo and securities lending “will be the first casualties of the new Fed standards”
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New equity options on two exchanges
Total bill from penalties and lawsuits could reach “tens of billions,” some estimate
Investors chasing returns risk defaults
Liquidity could suffer if sharp practice takes root in Sef markets
How Asian insurers can take the ERM function to the next stage
Longevity risk transfer market must overcome fundamental issues
Can management companies save hedge funds from the threat of AIFMD?
Over two decades, magazine has shared in industry’s highs and lows
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.