While the region is peril-prone no risk transfer deal has been done at state level
First consultation paper on banking book interest rate exposure is expected in March
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
New systems and processes necessary to prevent illicit money flows
Attempts to reboot a stalling Kospi will fall short according to market players
Industry hoping for favourable outcome from pre-applications
The next time a big dealer defaults, it will hit a host of swap clearing houses simultaneously
Hedge funds need to step in, says CIO Williams
Governor of Swedish central bank discusses the quest for Basel III consistency
Hedge fund activism - trends and predictions for 2015
Mitigating political risk is tough, but more can be done
Due diligence requirements prompting banks to axe financial services
Contingency plans to relocate US staff remain on ice
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.