Liquidity
Sponsored feature: Taking liquidity stress testing to a higher level
Offering highly secure, high-availability software solutions that meet the trading industry’s needs for intensive transaction processing, advanced analytics and modelling, Sybase provides some perspective on the importance of liquidity stress testing and…
Basel III watered down by politics and not fit for purpose, says CLSA risk chief
The most recent draft of the Basel III proposals has been watered down by politics, according to an Asian risk officer.
Adding value through risk management
Ahmed Adam, senior consultant, market and liquidity risk management, at Thomson Reuters, speaks about the challenges facing the risk management function today
Asia Risk 15: Anita Fung, HSBC
HSBC prides itself on its local markets footprint in Asia as well as on its no-nonsense approach to liquidity risk management. The result is that the bank has been in a strong position to help its clients at times of their greatest need. Christopher…
StanChart sees no need for Basel III capital
Standard Chartered (StanChart) believes it is already well capitalised and has no plans to react to Basel III proposals by building up more capital.
Basel Committee sets out plans for completion of Basel III
Regulators announce a longer transition period and changes to CVA charge
Surviving the liquidity squeeze
Excess liquidity in the euro funding markets halved at the beginning of July, causing Eonia to leap higher. The extent of the move surprised traders and caused problems for some participants. Christopher Whittall reports
Lufthansa wary of OTC regulations
Corporates across the globe have lobbied to ensure end-users are not subjected to new clearing requirements for derivatives. For Lufthansa’s treasury department in Frankfurt, ensuring it is able to continue to hedge its foreign exchange and interest rate…
Liquidity takes centre stage for banks and regulators
Regulators and banks have increased their focus on liquidity risk management significantly since the crisis. William Perraudin discusses some of the possible implications
IASB includes liquidity premium in new insurance accounting proposals
Exposure draft brings convergence with Solvency II but stops short of full market consistency
Commodities ‘financialisation’ worries end-users
With recent statistics showing an increasing number of financial institutions jumping into commodities, Lianna Brinded investigates whether this will cause more risks to end-users
ECB may extend full allocation tenders into 2011
Any withdrawal of liquidity by the ECB at year-end would cause major uncertainty, say bankers
Credit trends prompt energy data management rethink
A new awareness of the importance of monitoring credit risk alongside market risk has prompted a need for better risk aggregation within energy companies, according to experts
Safer instability
Regulators are preparing to introduce a host of new regulations to improve the resilience of the financial system. But this should go hand in hand with the use of policy tools to prevent asset price bubbles, argues Ryozo Himino
European power: Iberian market slow to develop
Market analysts have pinpointed the Iberian power market as one to watch due to recent increased participation from banks, hedge funds and utilities. However, some European energy companies are still highly critical of the market’s structure and…
Q&A: Endesa’s Jaime Roman on mergers
Jaime Roman, head of risk management at Spanish utility Endesa, talks to Katie Holliday about the attitudes to risk management in Europe from the perspective of a major European utility operating in the growing Iberian markets
Cross-border collateral may alleviate dollar funding strains: Emeap
Executives’ Meeting of East Asia Pacific Central Banks says crisis revealed shortcomings in regional money markets; swaps deals, cross-border collateral could alleviate some problems
Key Basel III decisions due as oversight board gathers
Governors and heads of supervision will review recommendations brought forward from July 14-15 Basel Committee meeting
ICBC’s Wang warns on eurozone debt contagion and Chinese property fears
In a contribution to Asia Risk’s 15th anniversary edition, Wang Lili, executive director and senior executive vice-president of Industrial and Commercial Bank of China, cites the European sovereign debt crisis as a key risk management challenge for…
Scoach delivers monitoring tool for structured products
Swiss trading platform Scoach Switzerland has devised three structured products indexes to help investors assess performance
Basel Committee convenes for crunch mid-year meeting
QIS results, industry feedback, recalibration and transition top the agenda of quarterly committee meeting.
Quant Congress USA: 'High risk of mis-calibration' in Basel III
Tight timetable for Basel III, politicisation and new liquidity ratios criticised by CRO
Liquidity risk management: Managing the challenges of stress-testing
This webinar discusses best practice in stress-testing a liquidity risk framework and how firms can find the business benefit from the new liquidity risk management requirements
Obstacles in the UK power market
An uncertain landscape for the UK power market is discouraging the participation of smaller electricity companies and preventing the development of healthy liquidity levels, say experts. Katie Holliday investigates the market’s prospects