Liquidity
A capital suggestion
To prevent another financial crisis, should regulators introduce more of the same – that is, greater capital requirements – or should they take a completely different approach and address corporate culture and behaviour instead?
Predicting the unthinkable
Raj Singh, chief risk officer at Swiss Re, talks to Alexander Campbell
Negative carry presents corporate hedging conundrum
Steep interest rate yield curves cause corporate treasurers to focus on the cost of carry.
$500 billion reserve drain made crisis worse: IMF’s Ferhani
Deputy director says IMF research shows central bank reserve managers withdrew $500 billion from deposits at commercial banks during crisis
US bank regulators align with Basel Committee on liquidity
US banking regulators have issued new liquidity risk policy co-ordinated with Basel Committee guidance.
ETFs & exchanges sponsored forum: Mitigating risk through the use of ETFs
The potential of ETFs to bring liquidity and mitigate risk
Uncertain liquidity ratios
Like their counterparts elsewhere, South African banks are bracing themselves for a round of changes to Basel II rules. But it is the implications for liquidity and not capital that most concern market participants.
The liquidity gap
Regulators are increasing their focus on liquidity risk in response to the financial crisis, but there are questions about whether capital is an effective mitigant for liquidity risks and the nature of the relationship between liquidity risk and bank…
Liquidity flow charting
New rules on liquidity risk from the Basel Committee and the UK Financial Services Authority have left banks scrambling to get the necessary risk and reporting systems in place. Clive Davidson looks at the challenges they face
Variable annuities: waiting for the next generation
A few years ago European insurers were issuing increasing numbers of guaranteed products that resembled structured notes. What scope is there for this type of business today? By John Ferry
Defining liquidity risk
When will firms start realising that liquidity risk contains operational risk? David Benyon argues that companies ignore this link at their peril, and looks towards a more all-encompassing approach to its management
Basel rules set to change
Despite the difficulty and cost involved, even banks accept that aspects of the old financial regulatory regime must yield their place and go. Patrick Blum asks industry consultants what Basel II reforms they expect to see in 2010, and how firms can…
Cross-factor challenges
Banks realise the importance of measuring and managing risk on an enterprise-wide basis, but aggregating data across various business lines and obtaining consistent information remains difficult. How are banks responding to the challenge?