The launch by HBOS of a 10-year, $3 billion mortgage-backed covered bond has encouraged those who believe that there is strong potential demand in the US for this relatively new asset class. Over 80% of...
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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.