UK bank's funding charge jumps 75% to $460m
Higher discount rate can cut payouts to in-the-money clients by millions
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Exchange plans to attract foreign money into India through enhanced technology
Securities house becomes first onshore firm licensed to trade with offshore dealers
UBS suffers VAR exception on huge P&L swings following scheme’s launch
Potential US rate rise puts rupee depreciation back on the table
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Banks will save hundreds of millions of dollars in risk-weighted assets
Agency could prevent Sefs from revealing identities of order book participants
Onshore corporates yet to take advantage of increased hedging options
Participants should choose all-to-all or two-tier structure, argues commissioner
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.