Liquidity Risk
177 white papers and resources
Liquidity Risk
PS14/9 custody assets & client money: 1 December 2014 and beyond
Following the publication on 10 June 2014 by the Financial Conduct Authority (FCA) of policy statement 14/9 (PS14/9), the second stage of the client assets (CASS) rules will come into force on 1 December 2014.Many of the rules from 1 December 2014 have a 6 month transition period for existing…
Essential Features of A Good Economic Scenario Generator (ESG)
This paper begins by defining an economic scenario generator and then distinguishes between real-world and riskneutral applications. The paper then discusses the key features that we believe make the difference between an adequate ESG and one that is truly powerful in its ability to uncover…
Tackling the growing risk of cyber crime
The risk of cyber-attacks on financial institutions is highly topical but not a new issue. However, what is changing, and rapidly, is the scale, frequency and sophistication of attacks. Financial institutions rely on technology to deliver convenient internet services to customers and to operate…
Future-proofing infrastructure assets: building capital-efficient infrastructure in the age of austerity
This report will examine the tools and techniques that can help drive capital efficiency in infrastructure, as well as the business models and procurement arrangements that create incentives to rein in costs, while maximising performance and operational efficiency
Trends, Risks and Opportunities in Collateral Management in Asia
Collateral is viewed as both a solution to and a trigger of massive financial losses that occurred as a result of the financial crisis of 2008. In response, Asian policymakers introduced new rules and legislation, such as the amendments to the Financial Instruments and Exchange Act in Japan, as…
Trading in FX – Series Part One: Current Market Overview, Challenges and Opportunities
The global foreign exchange (FX) market has enjoyed a period of sustained growth in the last ten years, from around $2 trillion average daily turnover in 2004 totoday’s levels of around $5.3 trillion.
Reinforcing Market Confidence with Consistent Stress Testing
In this paper we will explore how financial institutions are able to systematically increase the confidence from both their customers and regulators by applying integrated and consistent stress testing techniques and methodologies.
Liquidity risk management: assessing and planning for adverse events
This paper takes a close look at the factors involved in the recent crisis and the patterns that resulted in widespread liquidity problems. It also points to specific vulnerabilities faced by financial institutions currently, and highlights best practices for liquidity risk management. Findings…
Optimizing the Capital Ratio under Basel III
Basel III stresses the integration between liquidity and credit risk, and the need to manage both from an enterprise-wide risk-management context. This demands a new enterprise-wide organization of tasks, processes, and calculation infrastructure, specifically in terms of systemsintegration, data…
Learn the Fundamentals of Managing Liquidity Under US Basel III Webinar
The developments in liquidity management regulations present significant challenges to organizations covered by US Basel III. Watch this webinar, to understand: The key aspects of the U.S. Basel III liquidity regulations. The critical challenges in implementing the liquidity elements of U.S. Basel…