News / Risk magazine
Despite problems, Esma official says reporting roll-out went "pretty well"
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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German CCP cites cross-product efficiency as chief advantage
Staggered roll-out was key to success of clearing rules in US, says securities co-head
Future crisis could see non-cleared swap margin double, says Goldman exec
Bafin's König says early terminations could make bank resolution impossible
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'
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.