Other commodities moves at Citi, Morgan Stanley and Noble Group
A round-up of the year’s topics, trends and citations in Risk's technical articles
How much margin is missing in sovereign swaps? The stress test had the answer
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.
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Bank will remain a market leader despite Mercuria sale, say new co-heads
Banks believe they can cut the notional value of their swaps books in half by the end of next year
Insurance tie-up is part of trend for firms to maximise efficiencies
Two of the 30 firms contacted by Risk say they will fall into Emir’s crucial category two
Complexity makes precise effect of EU legislation difficult to predict
Reform process underway but global firms need convincing it will succeed
But advisers add little value, select large under-performing funds
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.