Liquidity
Banks call for Basel III rewrite as QIS exercise ends
The industry hopes the impact study will lead to a rewrite of proposed new rules on capital, liquidity and leverage.
Swiss tighten liquidity rules for biggest banks
Swiss Financial Market Supervisory Authority and the Swiss National Bank clamp down on UBS and Credit Suisse through stricter liquidity regime
Tightening up
Building a robust liquidity risk management system is the top priority at many banks and insurance companies, ahead of the expected introduction of tough new liquidity risk regulations this year and the easing of government support for many financial…
Hedge funds targeted by SEC large-trader reporting proposal
An SEC proposal targets high-frequency trading and fund managers in particular.
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
