News / Risk magazine
Bank of England to apply price shocks based on unwind periods
While standardised rules are being revised, banks say they can't make a call on floors
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.
More News / Risk magazine articles
Leaving rules "in flux" will harm market, CFTC commissioner warns
"Very careful" calibration needed to avoid bad incentives, says senior supervisor
RBS risk veteran says banking activities pose greater threat
Banks will have to figure out what constitutes ‘critical activities’ for themselves
New fee structure amounts to a fourfold increase in some cases
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
Diverse products and risk profiles make standardised stress testing difficult
Bank accounting has improved in past two years, BoE governor tells hearing
No progress on SLR changes, but ‘good chance’ of uncleared margin deadline extension
FAQ document to tackle treatment of segregated initial margin
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.