Cultural change will be on the agenda in 2015 – and it won't be easy
The future of swap clearing depends on the finer details of the supplementary leverage ratio
More Opinion/Regulation articles
Fund managers need to ensure internal controls are up to the mark
Massad’s CFTC appears to be moving away from mistakes of Gensler era
UK banks need to comply with European 'living will' equivalent
Graduates must be warned of the serious risks of market abuse
Huge losses will affect risk modelling and capital calculation
Rigging liquidity scheme payments adds insult to injury
International banks must exert more care on dollar transactions
US regulator will focus on technology, investor information and settlements
US regulator will lean on international principles – but to what extent?
Implementation will only increase uncertainty, argues EEX COO
Carney’s words echo work of Émile Zola on the value of social capital
How to do business in red flag states
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.