A loans-focused business model means credit risk mitigation a low priority
Antony Warner retired from the interdealer broker in August last year
Scant liquidity seen as big hurdle to inclusion in special drawing rights basket
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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Recent falls on China's stock markets highlight the need for hedging tools – but these remain limited
Banks pull back from warehousing risk ahead of Volcker rule completion
Loose monetary policy leaves firms with no option but to buy overseas assets
Central bank governor says local banks ready for the LCR
Future Fund takes a flexible approach to deal with ongoing deleveraging
Rich pickings are available but market fundamentals differ from Europe and the US
Complacency still prevalent among companies in Asia
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.