News / Risk magazine
End-user exemptions could prove Pyrrhic victory, says treasury head
Future crisis could see non-cleared swap margin double, says Goldman exec
Bafin's König says early terminations could make bank resolution impossible
More News / Risk magazine articles
Clearing members pressure CCPs to put more of their own money at stake
Swaps reforms may not apply directly to firms with non-EU offices
Capital charges will be ‘very difficult to explain’, conference hears
Capital benefits also remain intact for modelling banks, says Fed official
Industry would struggle to hedge risk following a dealer default, says Goldman's Frankel
Rise of standardised approach would be 'a loss for the banking industry'
Banks in other big EU states will be able to sidestep Basel III
Requirement to use new trading platforms will make market more costly, less liquid, end-users say
Traders say market for deliverable forwards has "disappeared"
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.