Liquidity Risk
177 white papers and resources
Liquidity Risk
Global profiles of the fraudster: White-collar crime – present and future
This report contains KPMG’s analysis of 596 fraudsters member firms investigated between 2011 and 2013. It is intended to provide the reader with insights into the relationship between the attributes of fraudsters, their motivations and the environment in which they flourish.
Collateral management survey 2013
Insurance Risk’s second collateral management survey in conjunction with BNY Mellon finds more insurers are taking steps to prepare for new derivatives regulation, but concerns about collateral availability are mounting
The architecture of next-generation intraday liquidity risk management
The financial crisis of 2007 — 2008, and the sustained volatility and spikes in systemic liquidity risk in the years since. This paper explores potential risk solutions to this challenge.
Scotiabank Enabling real-time credit analysis
This case study looks at how Scotiabank wanted to efficiently manage capital and credit so that it could conduct more business without increasing overall risk. Download now to find out how they did it.
Risk Management Beyond VaR How financial risk management went wr ong and wh at to do about it
After more than twenty years of detailed development of risk measurement and management techniques, it is essential to ask why the Global Financial Crisis took so many of us by surprise.
Webinar: Emerging risks in cyber security - Ready to download
Our latest webinar: Emerging risks in cyber security.
Avoiding Collateral Surprises: Managing Multi-Currency CSAs and Cheapest-to-Deliver (CTD) Curve Construction
This article explores the embedded optionality of multi-currency CSAs and the related challenges financial practitioners are facing in terms of collateral management and optimization.
Don’t get left behind – how financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks. Learn how these weaknesses can be overcome to increase competitiveness and reduce risks.
Modelling and Managing Liquidity Risk
Liquidity risk is hard to understand. It needs to be broken down into its components and drivers in order to manage and model it successfully. This white paper considers the key topics in this challenging area.
Liquidity – a new asset class? New opportunities for insurance and pension funds
Philip Turner, RBS Global Banking & Markets’ (GBM) head of strategic product marketing, provides an insight into how the liquidity crisis has created significant opportunities for insurers and pension funds to monetise the liquidity premium associated with their asset and liability mismatch, while…