Critical risk management instrument still not available in certain jurisdictions
Analysing early termination costs - and the risks of contagion - will be tough
Asifma CEO, Mark Austen, says the resultant Asia regulator co-operation will have long-term benefits
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Mainland firms are now looking beyond their borders
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
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.