Liquidity
Central banks working on liquidity support for CCPs, says BoE’s Tucker
International regulators and central banks trying to avoid "nightmare" of fragmented clearing system
Risk 25 firms of the future: CFTC
The costs and benefits of reform
Risk 25 firms of the future: Bank of England
CCPs will not be too big to fail
Risk 25: No more heroes in quantitative finance?
Scientific theories are supposed to be smooth processes, with progress building on progress. But sometimes a theory gets such a shock that it needs to be completely rethought – and quantitative finance is in the middle of such an upheaval
Risk 25: Cutting edge classics
Don’t say we didn’t warn you
Growth in wealth products leaves China non-state banks exposed to liquidity risk
Smaller banks’ use of wealth management products to drive deposit bases poses liquidity and credit risk to broader sector
Adjusting value-at-risk for market liquidity
Adjusting value-at-risk for market liquidity
Product providers in eurozone periphery face stiff challenge from bonds
Bonds beef up in southern Europe
Evolution of the liquidity exchange
Evolution of the liquidity exchange
Insurers urged to be cautious of long-term liquidity swaps
Uncertain regulatory and economic environment increases risks associated with liquidity trades, warns Fitch
The ETF liquidity mirage
Smoke and mirrors
Bank of England to post collateral in OTC derivatives trades
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
Sponsored webinar: Regulation
ETF Risk: Industry anticipates Esma
HKMA offers banks RMB repo facility
RMB repo facility established as part of continuing process to internationalise currency and deepen RMB markets
Greek exit threatens eurozone ALM
The Greek gift
Reviving securitisation: regulators send mixed messages
Reviving securitisation
Tullett Prebon and Allianz to launch Solvency II data service
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
HFT adds value to the forex market, says Bank of England
The effects of high-frequency trading activity should continue to be monitored, but the practice adds value to the forex market, argues a senior Bank of England official
Hong Kong regulator to allow foreign currency liquid assets to make up LCR shortfall
HKMA backs foreign currency option for local banks struggling to meet Basel III’s liquidity coverage ratio
Basel III takes a bite out of aircraft and shipping finance
On the scrapheap
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk
An Arch economist
Stress test struggle: separating liquidity and market risks
Stress test struggle