New clearing services could offer cross-margining benefits
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Insurers can now sharpen forecasts and improve policies against cybercrime
Regulator reacts to complaints but defends right to change its mind
CIIA's Peters says auditors often lack right skills and support of bank boards
IMF paper says FSB's shadow banking definition is too narrow
Focus needs to be on reacting, not stopping every threat
Keeping track of fraud and money laundering made easier through machine learning
BBA conference describes problems in improving culture
Government review calls for bank capital levels in "top quartile"
New rules introduce possible bans and fines from 2015
Many G-20 nations failing to prosecute foreign corruption
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.