Banks need to embrace radical change to satisfy Basel principles
Investors seeking returns from momentum strategies should know what’s under the hood
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 Opinion articles
Bank expects foreign ownership of Chinese listed companies to increase to 10%
But new vehicle offers benefits to investors and European economy, says lawyer
But EC antitrust probe does not hold the answer to Europe's energy dependence
OpRisk North America covers maths, psychology and everything in between
Ariane Chapelle sets out metrics and tools to keep firms within their risk appetite
Buffett's warning on perils of volatility is well justified, argues Kaminski
Energy firms have plenty of options for dealing with contracts facing strain
Separate treatments can lead to underestimation of total risk
Rise of passive investment leaves a vacuum to be filled by hedge fund activists
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.