Liquidity
Basel Committee deals with political reality
Quick change
Basel liquidity rules hit fresh objections
A reworking of part of the liquidity coverage ratio is rejected by the Basel Committee
Sovereign debt crisis hits liquidity
Market Analysis: How to measure liquidity
HKMEx: China’s currency liberalisation to drive liquidity in energy and commodities
China's growth as a consumer in the energy and commodities global market could eventually sway price movements, says Hong Kong Mercantile Exchange’s Cheung
Editor's letter – Managing liquidity risk amidst regulatory reforms
Editor’s letter - October 2010
EU rules changes may cause power market liquidity risk
Power market risk managers face a new set of liquidity and market risks if the European Union (EU) enforces proposed regulation changes, says RWE chief
Prop trading restrictions already hurting liquidity, say investors
Restrictions on bank proprietary trading have caused liquidity to fall in both the cash and derivatives markets, forcing buy-side participants to adopt alternative investment strategies
Regulation, liquidity and risk management strategies
Counting the costs
ECB’s González-Páramo highlights flaws in collateral framework
European Central Bank executive board member José Manuel González-Páramo acknowledges risks in central bank’s willingness to accept broad range of collateral
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…