News / Risk magazine
Markit study and Basel progress report find industry is lagging
Regulators plan to floor modelled capital at a percentage of standardised approaches
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
Biggest one-month margin jump of 2014 triggers speculation among rivals
New guidelines prescribe make-up of Pillar II capital add-ons for first time
Michele Foresti officially resigns from role after failing to receive regulatory approval
Bill seeks to give banks until 2019 to dispose of CLO assets
Bill confirming margin exemption now needs President Obama's approval
IMF paper says FSB's shadow banking definition is too narrow
Nearly 2.5% of single-name CDS market changed hands in trade last September
EBRD says impact would be minimal, but experts warn other swaps users would be hit
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.