Cash collateral escapes haircut and third-country corporates get a carve-out
Comments by speakers as they happen
More News articles
Ex-BBA head of Libor admits industry body shouldn't have been in charge
Watchdog claims complex products sale ban winning plaudits as soft-hands approach
Basel rules allow a combination of internal and standardised models
Industry body regularly heard "everybody else is doing it, but we are not"
Directive ignores risk of intergenerational subsidy, says Finanstilsynet's Parner
Industry groups push “sensibly higher” thresholds to escape grip of Mifid rules
Regulators will also ban last look without intent to trade
Chartis focuses on risk management systems and practices
Meetings held within Esma on June 4 and 5, as regulator weighs options
Trade association didn't have power to censure rule breakers
RBI explores possibility of capital convertibility through offshore INR trading
Systemically important label is "our biggest concern", says Kandarian
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.