News / Risk magazine
European members of non-EU CCPs face "capital cliff"
Bank's head of prime services say launch is "a couple of weeks away"
Clearers do not need an exemption to solve EU-US rule clash, conference told
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More News / Risk magazine articles
Rise of risk managers hurt risk culture, says Paul Achleitner
Stack to fill vacancy left in clearing and prime brokerage
Regulators struggling to use fractured reports, says OFR's Mosser
Esma needs help to balance transparency and liquidity, says authority's chair
Too-big-to-fail issue, swap market overhaul and shadow banking all on to-do list
Derivatives users look to non-standard swaps to avoid Sef execution mandate
US rules have broken the swap market in two, according to 60% of respondents to a poll
BoE says 'some logic' in members sharing CCP investment returns and risk
UK's FCA warns US plans may not pass European equivalence test
Two dealers admit to masking customer identities to avoid a conflict of law
Almost 60% of asset managers expect interest rate swap volumes to fall
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.