Liquidity
Axa IM to lend funds secured by ABS
The essential ABS
Liquidity regulation forces transfer pricing models rethink
The cost of building liquidity buffers will ultimately flow through to clients.
The battle for retail depositors
The battle for depositors
Basel Committee under time pressure
Time is on the slide
A crucial month for Basel III calibration
Implementing change
Risk Australia: Banks move to more liquid assets
More government bonds and changes to Treasury policy to make funding more secure
Understanding the liquidity premium
The liquidity premium has moved from theory to practical reality, first in the market-consistent embedded value metric and then the Solvency II directive. Barrie & Hibbert’s Craig Turnbull explains the theory behind the liquidity premium and how to…
Low liquidity is the new norm for portfolio managers: Caveat Emptor column
Portfolio managers accustomed to building books in neat blocks of $50 million may struggle to unwind such positions in the new liquidity-starved secondary markets.
Liquidity risk management sponsored roundtable: Tips of the trade
A panel of experts was convened by Operational Risk & Regulation for this virtual roundtable, sponsored by Sybase, in which they discuss the main challenges facing financial institutions in meeting new liquidity regulations, including the extra data…
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