liquidity - Blog - Global Risk Community2024-03-28T18:35:46Zhttps://globalriskcommunity.com/profiles/blogs/feed/tag/liquidityGFMI Announces the 10th Annual Liquidity and Funding Risk Management Conferencehttps://globalriskcommunity.com/profiles/blogs/gfmi-announces-the-10th-annual-liquidity-and-funding-risk-managem2023-06-15T13:19:43.000Z2023-06-15T13:19:43.000ZAyishttps://globalriskcommunity.com/members/Ayis<div><p>GFMI Announces the 10th Annual Liquidity and Funding Risk Management Conference</p><p>New York, September 18-20, 2023 - GFMI (Global Financial Markets Intelligence), a leading provider of financial industry conferences, is pleased to announce the <a href="https://bit.ly/3XaD2bv">10th Annual Liquidity and Funding Risk Management Conference</a>. The event will take place from September 18 to September 20, 2023, in New York City.</p><p>The conference will bring together industry experts, thought leaders, and professionals from various financial institutions to discuss the latest trends, challenges, and best practices in liquidity and funding risk management. Attendees will gain valuable insights into navigating macroeconomic pressures and economic crises, optimizing regulatory compliance, and leveraging technological advancements in liquidity management.</p><p><strong>The agenda for Day 1 (September 18) of the conference includes a diverse range of sessions presented by renowned experts in the field:</strong></p><p>Opening Address from the Chair</p><ol><li>Keynote speech on liquidity and funding risk management, presented by Judah Kaplan, Director, Independent Liquidity Risk, Legal Entities at BNY Mellon</li><li>Session on managing liquidity in a rising interest rate environment by Glen Chancy, Complete Billing System Product Director at Infor</li><li>Networking and refreshment break</li><li>Session on managing liquidity risk during a time of rising interest rates by Jun Wang, Managing Director, Head of Revenue Management, US Cash Management at RBC</li><li>Session on strategic pathways to overcome the impact of crises on liquidity practices by Katya Ternyayeva, Americas Head of Funding and Liquidity Management at Barclays</li><li>Lunch break</li><li>Session on the latest developments in regulations in liquidity risk management by Tom Braun, Head of Market and Treasury Risk at UBS Bank USA</li><li>Panel discussion on effective strategies for compliance with new regulatory restrictions, featuring panelists from Santander and Barclays</li><li>Networking and refreshment break</li><li>Fireside chat on the impact of regulatory updates on regional versus larger banks, presented by Judah Kaplan</li></ol><p><strong>Day 2 (September 19) will feature sessions on intraday liquidity practices, improving liquidity modeling practices, and exploring the future of technological progress in liquidity management. The conference will conclude on September 20 with a post-conference workshop.</strong></p><p>The conference is open to professionals working in liquidity management, risk management, treasury, finance, and related fields. Attendees will have the opportunity to network with peers, participate in interactive discussions, and gain valuable knowledge from industry experts.</p><p>For more information and to register for the 10th Annual Liquidity and Funding Risk Management Conference, visit the event <a href="https://bit.ly/3XaD2bv">website</a>.</p><p>About GFMI:</p><p>GFMI (Global Financial Markets Intelligence) is a leading provider of financial industry conferences that brings together professionals from banking, capital markets, risk management, and other sectors to discuss the latest trends and challenges in the industry. With a focus on delivering high-quality content and facilitating meaningful networking opportunities, GFMI conferences provide a platform for knowledge sharing and professional development.</p><p>Contact:</p><p>Ayis Panayi</p><p>Digital Marketing & PR Executive</p><p>GFMI</p><p>Phone: +357 22849327</p><p>Email: <a href="mailto:ayisp@global-fmi.com">mailto:ayisp@global-fmi.com</a></p></div>Have you got your complimentary of the financial risk and regulation Risk Insights Magazine?https://globalriskcommunity.com/profiles/blogs/have-you-got-your-complimentary-of-the-financial-risk-and2018-08-15T09:21:33.000Z2018-08-15T09:21:33.000ZShannon Masonhttps://globalriskcommunity.com/members/ShannonMason72<div><p>Complimentary Financial Risk and Regulation Publication – Written by the Industry, for the Industry…</p><p> </p><p>Risk Insights Magazine, Issue Eight (70+ pages of articles, interviews and video insights).</p><p> </p><p>Issue Eight features insights on:</p><p>Technology Innovation | Regulatory challenges | Vendor & third-party risk | Operational risk | IFRS 17 | Liquidity risk.</p><p> </p><p>With authors from the industry’s leading Financial Institutions, including:</p><p>Prudential | UBS | HSBC | Nordea | Barclays | National Fraud Intelligence Bureau | Credit Agricole | Genworth Financial | Citi | Bank of Ireland | RBS | Gatecoin and more...</p><p> </p><p>Don't forget, if you become a member of the Center for Financial Professionals, you have access to not only Issue Eight, but all previous issues as well.</p><p> </p><p><a href="https://www.cefpro.com/regportal/login?rim_lqtkhi17q4a4j1jntg4eeigv4b&utm_source=Global+Risk+Community&utm_medium=GRC+Partner+LinkedIn+announcement&utm_campaign=Issue+Eight+Mag+partner+promotion" target="_blank">Make your free account here to access the magazine</a>.<span> </span></p><p> </p><p>Please contact shannon.mason@risk-insights.com if you have any problems registering.</p><p> </p></div>Manage Short-term and Long-term Liquidity More Effectivelyhttps://globalriskcommunity.com/profiles/blogs/manage-short-term-and-long-term-liquidity-more-effectively2015-05-11T18:14:16.000Z2015-05-11T18:14:16.000ZMonique Filardihttps://globalriskcommunity.com/members/MoniqueFilardi<div><p><i>Liquidity and Treasury Professionals from the Banking Industry will come together to share practical solutions for optimizing liquidity management and improve business as usual</i></p><p><i> </i></p><p><b>New York, NY–May 2015</b><i>–</i> <b>GFMI</b>, a leader in knowledge sharing for capital markets, will host the <b>2<sup>nd</sup> Annual Liquidity and Funding Risk Management Conference</b> on October 5-7<sup>th</sup>, 2015 in New York, NY. Building on the success of the previous edition, this year’s meeting will demonstrate how by optimizing liquidity management banks will always be able to meet their financial short-term and long-term obligations, hence operate effectively and profitably and satisfy the regulators.</p><p> </p><p><b>Featuring Case Studies from Leading Banking Professionals, Including:</b></p><p><b> </b></p><p><b>Joel Babb</b></p><p>Managing Director, Enterprise Liquidity Risk Executive</p><p><b>Bank of America</b></p><p> </p><p><b>Ricardo Crumble</b></p><p>Senior Vice President, Head of Global Liquidity Risk Management</p><p><b>State Street Corporation</b></p><p> </p><p><b>Tom Holland</b></p><p>Risk Management Team Leader, Market and Liquidity Risk</p><p><b>Federal Reserve Bank of Chicago</b></p><p> </p><p><b>Douglas Croker</b></p><p>Senior Vice President, Head of Balance Sheet Management</p><p><b>Regions Financial Corporation</b></p><p> </p><p>Via case study presentations, our expert speaker panel will examine in depth the calculation, disclosure and reporting of the LCR with attendees. The NSFR will also be evaluated to make banks better prepared for its implementation when it is finalized later in the year. The impact of the SLR will be discussed to assess its impact on liquidity management. The event will demonstrate how by optimizing liquidity management banks will always be able to meet their financial short-term and long-term obligations, hence operate effectively and profitably and satisfy the regulators.</p><p><b> </b></p><p><b>For more information on this conference or to get a complete list of speakers, sessions or past attendees, click here to view the</b> <a href="http://www.global-fmi.com/cmu151agenda"><b>conference agenda</b></a> <b>or email Monique Filardi, Marketing & PR Coordinator at</b> <a href="mailto:moniquefi@global-fmi.com">moniquefi@global-fmi.com</a></p><p> </p><p><b>About Global Financial Markets Intelligence</b></p><p>GFMI is a specialized provider of content-led conferences for the financial markets. Carefully researched with leading financial market experts, our focused quality events deliver key bottom-line value through targeted presentations, interactive discussions and high-level networking opportunities. </p></div>Analyzing Effective Asset Valuation and Hedging Strategies to Optimize Investmentshttps://globalriskcommunity.com/profiles/blogs/analyzing-effective-asset-valuation-and-hedging-strategies-to2013-08-16T21:15:00.000Z2013-08-16T21:15:00.000ZTyler Kelchhttps://globalriskcommunity.com/members/TylerKelch<div><p>The energy market is becoming increasingly competitive and volatile. The key to maintaining a competitive advantage is to develop effective hedging strategies and minimize risk exposure. With the new regulations introduced by the Dodd Frank Act, energy companies have seen a big change in their approach to hedging and they are on the look-out for establishing effective hedging strategies to value their assets and optimize their revenue.</p><p>Stephen Wemple, Vice President, Regulatory Affairs, Con Edison Competitive Shared Services recently spoke with Global Financial Markets Intelligence (GFMI) about key topics to be discussed at the upcoming GFMI <a href="http://www.global-fmi.com/IHPOE2013_SWempleIntvw">Intelligent Hedging and Portfolio Optimization for the Energy Markets</a>, October 24-25, 2013, in Houston. <i>All responses represent the view of Mr. Wemple and not necessarily those of Con Edison and its subsidiaries.</i></p><p><b>A major topic of focus right now is the impact of swaps to futures on hedging strategies brought on by Dodd Frank. Can you explain your thoughts on what kind of impact this move to futures will have on hedging? Do you think energy companies will switch to the so called “futurisation” in order to avoid being a swap dealer?</b></p><p><b>SW:</b> The trend from swaps to futures was highlighted by the conversion of all of the Intercontinental Exchange (“ICE”) products last year into futures. That decision takes significant pressure off larger energy producers and/or trading shops that may have otherwise been getting close to the $8 Billion de minimis threshold for potentially being classified as a Swap Dealer or the equivalent tests for Major Swap Participants.</p><p><b>With the increasing cost for hedging with OTC derivatives, do you think energy companies will reduce their hedging or will just hedge with futures instead? Is there still room for bilateral contracts?</b></p><p><b>SW:</b> The increased cost may reduce some speculative trading but should not impact hedging activity which is determined by each company’s risk tolerance. As for bilateral contracts, they have been under pressure even before implementation of Dodd Frank as credit concerns have increased the use of exchange brokers to clear transactions. However, there is a real cost to clearing transactions that can be avoided if parties are willing (and able) to transact bilaterally. As a result, we believe there will be a continuing level of bilateral contracts, albeit diminished from historical levels.</p><p><b><u>Living in the New Regulated Market</u></b><b>: What needs to happen for energy companies to better understand how to implement Dodd Frank into their procedures?</b></p><p><b>SW:</b> By now, I expect most companies have integrated reporting and record retention requirements into their internal procedures to ensure that the reporting party is clearly identified and each party understands their obligation as well as begun the process of obtaining board approval to use the end-user exemption.</p><p>One remaining challenge is the determination of what constitutes a hedge. Unfortunately, CFTC has not provided much, if any, guidance; leaving companies to develop their own criteria for determining if a transaction is hedging commercial risk and can be considered a hedge. </p><p><b><u>Impact on End Users</u></b><b>: How will Dodd Frank affect their counterparties and their credit risk? Do you think that the new rules imposed by Dodd Frank will effectively reduce speculations and increase transparency in the market?</b></p><p><b>SW:</b> From our perspective, the energy industry had already taken significant steps to address credit risk before the implementation of Dodd Frank such as clearing more transactions and providing credit support for bilateral contracts. </p><p>One potential impact of Dodd Frank is it may constrain the types of energy products offered to municipal and governmental entities due to the lower de minimis threshold for Special Entities and smaller counterparties that may not have the capability to clear swaps or are not Eligible Contract Participants and are therefore not eligible to enter into swaps.</p><p><b>As counterparties shut down their swap-trading desks and shift their focus on exchange-traded products, end users fear that liquidity in bilateral markets will dry up. Is this worry warranted?</b></p><p><b>SW:</b> The lack of bilateral liquidity and the increased use of exchange traded and cleared products does have an economic cost to market participants in the form of working capital to post initial margin and meet daily margin calls, but the trade-off is a reduction in the risk of the counterparty defaulting.</p><p><b>“The best option for energy traders is hedging physical assets.” Would you agree or disagree with this statement? Why?</b></p><p><b>SW:</b> Clearing products on an exchange is clearly the most risk-averse way to execute hedges but may not be the most cost-effective, especially for those market participants that are entitled to elect the end-user exemption and transact bilaterally.</p><p><i>Stephen Wemple is the Vice President of Regulatory Affairs at Con Edison’s Competitive Shared Services company. He represents Con Edison’s non-utility affiliates, Con Edison Development, Con Edison Energy and Con Edison Solutions in State and Federal regulatory proceedings and has been an active participant in the New York, New England and PJM wholesale markets. Mr. Wemple has worked for the Con Edison family of companies for 26 years with responsibilities ranging from resource planning for steam-electric generation, the design and implementation of energy efficiency programs, the development of retail access programs as well as marketing and business development for the wholesale and retail commodity businesses. Mr. Wemple received his Bachelor of Science and Master of Engineering degrees from Cornell University and has been a volunteer firefighter in New York since 1987.</i></p><p>The <b>GFMI Intelligent Hedging and Portfolio Optimization for the Energy Markets Conference</b> will take place in Houston, October 24-25, 2013. For more information, visit the <a href="http://www.global-fmi.com/IHPOE2013_SWempleIntvw">event website</a>.</p><p>For more information, please contact Tyler Kelch, Marketing Coordinator, Media & PR, GFMI at 312-894-6377 or <a href="mailto:Tylerke@global-fmi.com">Tylerke@global-fmi.com</a>.</p><p><b>About Global Financial Markets Intelligence</b></p><p><i>GFMI is a specialized provider of content-led conferences for the financial markets. Carefully researched with leading financial market experts, our focused quality events deliver key bottom-line value through targeted presentations, interactive discussions and high-level networking opportunities. </i></p></div>Putting Profitability at Risk – Banking IT investment is on the Rise, but will we see a Long-Term Downfall of the Short-Sighted?https://globalriskcommunity.com/profiles/blogs/putting-profitability-at-risk-banking-it-investment-is-on-the2013-08-07T12:45:49.000Z2013-08-07T12:45:49.000ZMarkus Gujerhttps://globalriskcommunity.com/members/MarkusGujer<div><p>According to a report published by Technology Business Research last week, IT investment among North American banks is on the rise, with one of the main drivers for this being data management. This echoes findings of research SunGard recently conducted into risk management trends and priorities among more than 750 of our banking customers in 60 countries. Over 50% of respondents confirmed that their IT budgets for risk management has increased or remained stable since 2012. In the US, 65% of banks see an increase in IT budgets for risk management compared to just 3% that expect a decrease.</p><p>All these statistics point to an encouraging wave of IT investment that many would argue is long overdue. The investment is there, but when it comes to risk management, will current bank strategy effectively guide this investment for the long term good? The view that banks are taking a short-term approach to risk management is not necessarily new, but in a world where regulatory tapestry keeps getting richer and IT budgets get bigger, why are we still being short-sighted when it comes to risk?</p><p>While it’s true that regulation is inevitably a major driving force for how banks are approaching risk management post-crisis, this also arguably creates a short-sighted view of what CEOs are classifying as key concerns and priorities in this area. Many would agree that banks worldwide are in a no-win situation as the rope of regulation gets pulled tighter, yet there is often lack of definition around regulatory requirements. This leaves the industry finding itself putting its risk management eggs in the basket of those who are shouting loudest. In the U.S. it is Dodd-Frank beating the stress-testing drum while in Europe the Basel III liquidity risk rules driving the risk management agenda.</p><p>Amid all the current compliance kafuffle, are banks putting profitability at risk by neglecting a longer-term view? Can banks strike a balance when it comes to formulating risk management strategies that address immediate requirements yet lay the foundation for a strategic risk framework that will help drive competitive advantage and profitability from sound risk management?</p><p>To explore these questions, we spoke to more than 750 firms across 60 countries about their risk management priorities and concerns. While the findings show there is more investment being made in the risk management area, it appears that a lot of resources are still being dedicated to addressing short-term requirements.</p><p>Key findings of SunGard’s risk trends research included:</p><p>C-level and management concerns towards risk and regulations appear to be reactive and short-term: Nearly 30% of respondents are concerned with current regulatory and economic uncertainty compared to concerns relating to having the right in-house risk management expertise and cultural challenges in aligning the front line with risk-taking goals, which are among the lowest at approximately 7%.</p><p>Changing priorities suggest reactive risk management planning: Only two of 10 risk priorities maintained the same ranking among global institutions in 2013 compared to 2012 (liquidity risk management and risk appetite framework). Capital planning is ranked by these firms as the second–from-last priority, having been one of the top three last year. The priorities of U.S. firms changed most in the area of capital adequacy assessment**, with economic capital falling from the top priority last year to number eight. The top four 2013 global risk priorities are liquidity risk management, regulatory capital adequacy, credit portfolio optimization and risk appetite.</p><p>Smaller banks lag larger counterparts in risk management progress: 15% of U.S. firms with <$10Bn in assets have no plans to develop a stress-testing process compared to all institutions with $10Bn-$50Bn in assets, which have either completed a stress test already or expect to develop one in the next 12 months. All banking institutions in the U.S. with >$50Bn in assets have completed an enterprise-wide stress test.</p><p>It is clear that turbulence in regulatory change is shaping short-term attitudes to risk management, which could affect future profitability in the financial industry. At a time when risk management budgets are increasing to respond to regulation, firms must begin to adopt a long-term approach to risk and compliance to help drive competitive advantage and future revenue. As the TBR report claims, increased IT investment is expected to change a banks operating model from one that is ‘run the bank’ to ‘change the bank’ led. This supports what needs to happen in a banks approach to risk management. It should not simply be about running the bank today and addressing regulations as they arise, but evolving the bank’s operational risk infrastructure to support a long term, proactive and strategic approach to the practice of risk management and regulatory compliance. Those that continue to view risk management as a tick-box exercise may struggle to successfully compete in the new, regulatory-driven era of financial services.</p><p> </p><p>(Original source - RiskTech forum)</p></div>Companies should consider alternative sourcing of financing tradehttps://globalriskcommunity.com/profiles/blogs/companies-should-consider-alternative-sourcing-of-financing-trade2013-06-04T14:27:26.000Z2013-06-04T14:27:26.000ZMichele Westergaardhttps://globalriskcommunity.com/members/MicheleWestergaard<div><p>As domestic and international trade continue to grow, companies are starting to consider the benefits of alternative sources of trade financing, according to David Hu, Managing Partner, IIG Trade Finance LLC.</p><p> </p><p>“The cost of capital for banks, the traditional providers of trade finance, has increased tremendously. They also have other issues, such as the setting of LIBOR, which is being questioned right now. With the increasingly tighter capital requirements of Basel III, banks will have to tighten the profile of their borrowers. Thus, in order to make a decent return on their equity, they will have to increase their margins. Many companies, especially those who have had their operating margins squeezed in recent years, will not be able to pay the higher spreads,” explained Hu, a speaker at the <b><a href="http://www.global-fmi.com/TCSF2013_DH">GFMI - Trade, Commodity and Supply Chain Finance: Liquidity, Funding and Risk Conference</a></b>, taking place in New York City, June 10-11, 2013.</p><p> </p><p>Hu said: “Although we are in a low interest rate environment, companies need to be realistic about the new real cost of borrowing, as opposed to what nominal interest rates seem to indicate. This is why alternative sources of finance may become more attractive.”</p><p> </p><p>Working capital optimization requires the joint effort of the provider of financing and the borrower, Hu advised. “The borrower must be transparent in how it operates, the flow of goods and its supply chain, and be willing to provide all of the information the financier needs to analyze the risks involved. That is the approach of IIG, which is more than just checking the credit risk of the company. There may be other transactional risks that require tailor-made solutions. Only a true partnership between borrower and financier will lead to the optimal structure of the transaction.”</p><p> </p><p>In the future, the vast majority of trade finance will still be provided by banks, Hu says, but there will be additional alternative providers, such as IIG, especially in the industrialized world. “There is going to be more factoring and more asset based lending sources that may come from non-banks. Insurance companies are starting to look at investing in qualifying receivables, which is a slightly different version of factoring, while many banks are also starting asset based lending.”</p><p> </p><p>Hu concluded: “We expect further growth of trade between emerging market economies, which will bring about additional financing needs. Whether banks or alternative sources will be able to provide it, I am not sure. The crisis has been so damaging that the return to “normality” will take some time.”</p><p> </p><p>For more information please contact Michele Westergaard, Senior Marketing Manager, Media & PR, marcus evans at 312-540-3000 ext. 6625 or <a href="mailto:Michele@global-fmi.com">Michele@global-fmi.com</a>. </p><p> </p><p>GFMI is a <b>marcus evans</b> company. The <b><a href="http://www.global-fmi.com/TCSF2013_DH">Trade, Commodity and Supply Chain Finance: Liquidity, Funding and Risk Conference</a></b> will take place in New York City, June 10-11, 2013. For more information, please visit the <b><a href="http://www.global-fmi.com/TCSF2013_DH">event website</a>. </b></p></div>Stress Testing Frameworkhttps://globalriskcommunity.com/profiles/blogs/stress-testing-framework2013-03-16T11:15:49.000Z2013-03-16T11:15:49.000ZMartin Davieshttps://globalriskcommunity.com/members/MartinDavies92<div><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">Properly stress testing measures of risk is a complicated activity that few companies have done well. In this blog we take a look at a complete framework for stress testing.</span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">The spreadsheet map can be downloaded from this [<span style="color:#0000ff;"><a href="http://causalcapital.blogspot.com/2013/03/stress-testing-framework.html" target="_blank"><span style="color:#0000ff;">LNK</span></a></span>]</span></p><p></p><p></p><p></p></div>Funding Liquidity Riskhttps://globalriskcommunity.com/profiles/blogs/funding-liquidity-risk2012-02-17T05:30:00.000Z2012-02-17T05:30:00.000ZMartin Davieshttps://globalriskcommunity.com/members/MartinDavies92<div><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">Basel III includes a new standard for Liquidity Risk which seems to be tripping up a few risk analysts attempting to reach this complex requirement.</span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">In this post, we briefly look at the possible outcomes from a poorly managed liquidity risk program and the types of initiatives banks need to consider to meet the Basel III "International framework for liquidity risk measurement, standards and monitoring."</span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">This post <span class="font-size-3" style="color:#800000;">contains a presentation <span style="color:#000000;" class="font-size-2">which can be</span> downloaded</span></span><span style="font-family:arial, helvetica, sans-serif;"> </span></p><p><span style="color:#ff0000;"><a href="http://causalcapital.blogspot.com/2012/02/funding-liquidity-risk.html" target="_blank"><font face="arial, helvetica, sans-serif"><span style="color:#ff0000;">Click here to read more</span></font></a></span></p></div>Basel III - articles in detailhttps://globalriskcommunity.com/profiles/blogs/basel-iii-articles-in-detail2011-02-26T05:30:00.000Z2011-02-26T05:30:00.000ZMartin Davieshttps://globalriskcommunity.com/members/MartinDavies92<div><p><span class="font-size-5" style="color:#000000;font-family:arial, helvetica, sans-serif;"><strong>Basel III</strong></span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">There has been a lot of debate around the world over the new Basel III accord and what it means for banks. A set of blog articles have been published on the Causal Capital webpage which discuss various aspects of this new mandate.</span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2"> </span></p><p><span class="font-size-3" style="color:#000000;font-family:arial, helvetica, sans-serif;"><strong>Wrong Way Risk</strong></span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">Wrong Way Risk occurs when exposure to a counterparty is adversely correlated with the credit quality of that counterparty and features heavily in the Basel III requirements. This blog article discusses what drives wrong way risk and the measurement difficulties in banks. There is a complete presentation which can be downloaded from the page that goes into measuring wrong way risk in greater detail.</span></p><p><span class="font-size-2"><a href="http://causalcapital.blogspot.com/2011/01/wrong-way-risk-global-credit-crisis-and.html" target="_blank"><font face="arial, helvetica, sans-serif">Wrong way risk presentation link</font></a></span></p><p><span style="font-family:arial, helvetica, sans-serif;"> </span></p><p><span class="font-size-3" style="color:#000000;font-family:arial, helvetica, sans-serif;"><strong>New Insight for an old resolve</strong></span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">Understanding some of the flaws in Basel II and investigating the outcome from specific factors of the Credit Crisis allows us to understand why Basel III has been structured in the way that it has. This is a review of what brought Basel III into existence.</span></p><p><span class="font-size-2"><a href="http://causalcapital.blogspot.com/2011/02/basel-iii-new-insight-for-old-resolve_14.html" target="_blank"><font face="arial, helvetica, sans-serif">New insight for an old resolve link</font></a></span></p><p><span style="font-family:arial, helvetica, sans-serif;"> </span></p><p><span class="font-size-3" style="color:#000000;font-family:arial, helvetica, sans-serif;"><strong>What is on the menu for Basel III</strong></span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">Basel III is going to impact regulators, banks and the broader economy in different ways. Have a look at a complete summary on what are the key elements of Basel III.</span></p><p><span class="font-size-2"><a href="http://causalcapital.blogspot.com/2011/02/basel-iii-part-2-whats-on-menu.html" target="_blank"><font face="arial, helvetica, sans-serif">What is on the menu for Basel III link</font></a></span></p><p><span style="font-family:arial, helvetica, sans-serif;"> </span></p><p><span class="font-size-3" style="color:#000000;font-family:arial, helvetica, sans-serif;"><strong>Thinking about liquidity differently</strong></span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">Liquidity Risk is a major area of focus for Basel III, in fact there is a complete BIS requirements outline alone on liquidity risk. This article is the first part of a two part series on liquidity risk and sets the scene on the key aspects of Liquidity Risk management.</span></p><p><span class="font-size-2"><a href="http://causalcapital.blogspot.com/2011/02/basel-iii-thinking-about-liquidity-risk.html" target="_blank"><font face="arial, helvetica, sans-serif">Thinking about liquidity differently</font></a></span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2"> </span></p><p><span style="font-family:arial, helvetica, sans-serif;" class="font-size-2">As we publish more on Basel III or other areas of risk management, we'll keep the links coming up here.</span></p></div>