Liquidity
Credit data vendors focus on liquidity metrics
Vendors and their clients are focusing on the implementation of liquidity analytics to boost credit risk management
US regulators release inter-agency liquidity risk guidance
Inter-agency funding guidance from US federal banking agencies seeks to learn lessons from the liquidity crisis.
Sponsored statement: Standard Chartered – winning for clients in Asia, Africa and the Middle East
Standard Chartered delivered an impressive set of results for 2009 even as its competitors across the world continued to suffer the fallout of the financial crisis. Group head of financial markets, Lenny Feder, talks about the successes of the year and…
Risk corporate survey 2010
Price is still the most important factor for corporates when choosing which dealer to trade with. However, a wide divergence in pricing among banks means transparency is now a key issue. By Matt Cameron, with additional research by Alexander Campbell,…
Reconsidering the fixed-floating mix
Yield curves for sterling, the euro and the dollar are the steepest they have been for well over a decade, leaving companies with outstanding fixed-rate debt and large amounts of cash on balance sheets facing significant negative carry. Many corporates…
A sting in the tail
After recent financial turmoil, market participants are thinking much more rigorously about ways to protect themselves against the possibility of rare but extreme events. However, effectively hedging tail risk is not straightforward. By Mark Pengelly
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