US official says regulator is examining "a case or two"
National Crime Agency says bank innovation key to mitigating fraud
New trading venues seen as an alternative to dealer liquidity in OTC markets
More News articles
US supervisory rules should equal Solvency II, says NAIC chief
Market is "shrinking gradually", say dealers
Officials seek better data "to understand the dynamics of these markets"
CFTC chairman takes aim at banks falling foul of swap reporting requirements
Leap in initial margin will cut CVA, FVA and KVA, but generate new funding effects
NYC-based LMRKTS first broke cover two years ago; third bank participant is unknown
Agency will not “mandate a lot of products just to increase clearing”
Pillar 1 capital hike likely to outstrip any Pillar 2 add-ons, say dealers
Tests should link banks and real economy, say ECB's Constancio and BoE's Brazier
Scrapping op risk modelling in Europe could take five years, say lawyers
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.