If banks can't standardise funding charges, accountants or regulators should step in
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.
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Quants find way to streamline future value calculations for exotic
Compression is the ultimate retort to those who equate notionals with exposure
Regulators are clamping down on complexity, but risk harming innovation
Sydney home to world's fourth largest IRS market but is that big enough?
Collateral posters should pay when rates are negative, US banks believe
Credit repacks and collateralised loan obligations back en vogue
XVA specialists spark debate on regulation and risk-neutrality
Corporate bond and commodity derivative sectors are the prize
As global markets focus on Japan, China and India are set for upswing
US would have benefited from pragmatic European approach
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.