Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
Garry Jones on China, warehouses, clearing and financial regulation
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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As Thai investors look for more liquidity in longer-dated derivatives, structural barriers remain
Collateral use to become latest stage in RMB internationalisation process
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.