Troubled debt teams can provide valuable op risk insight
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Rigging liquidity scheme payments adds insult to injury
International banks must exert more care on dollar transactions
Wall Street is cutting back, not quitting the market altogether
Paamco posits alternative to ETFs and mutual funds
Relaxation of Chinese currency controls key to Asia development
Financial models fall down in energy markets, argues Kaminski
Managers faced with a choice of how to operate funds going forward
US regulator will focus on technology, investor information and settlements
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.