Revival in power reverse dual currency notes thanks to Abenomic policies
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
Interest rate swap with €79 million notional is nearly half a billion euros underwater
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
Regulators want more consistency - and some are questioning AMA
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
Esma opinion may dilute Priips upon implementation, say observers
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.