News / Risk magazine
Traders point to lower volatility, but one big short is also blamed
Regulators focus on default management as CCPs target launch in early 2015
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
Draft rules "could be reworded" concedes National Treasury
Bank appears to fear hedges with a US person could drag it into Dodd-Frank regime
Yorkshire Water among the firms said to be considering inflation repacks
Roughly two-thirds believe trade talks would help fix swaps problems
Bill gives US Senate the chance to kill off Dodd-Frank indemnification clause
Industry body says 15-40 trades per day should be rough benchmark of liquidity for Mifid
FASB and IASB must keep trying to unite standards, say bank regulators
Reverse repo treatment in draft NSFR cuts ratio from 113% to 98%
Banks say they will not hit revenue targets if Esma deadline is endorsed
Barney Frank "not embarrassed" to be cause of increased compliance bill
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.