Pressure on liquidity will increase as derivatives trading moves to central clearing
Graduates must be warned of the serious risks of market abuse
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Efet board member calls for dramatic overhaul of subsidy regimes
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Cluster of huge fines calls for changes in models and regulation
Corporate bond and commodity derivative sectors are the prize
Assessing exposures and vulnerabilities gives sophisticated risk view
Lack of long track record may deter investors
Troubled debt teams can provide valuable op risk insight
CCP cleared P2P market option in place of prime brokers
Are those who assume structured products consolidation is bound to happen mistaken?
Relational databases are hard to protect; modular storage allows encryption
Rigging liquidity scheme payments adds insult to injury
International banks must exert more care on dollar transactions
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.