Chartis: More with less: liquidity risk management

Regulatory pressure and scarcity of capital are compelling banks to take a more complete view of their balance sheets, and demanding that they do more with less. This is driving a new approach to liquidity risk management (LRM) and financial management.

Regulations such as Solvency II, Basel 3, and Dodd-Frank are driving a market-based view of liquidity risk, including valuations, counterparty and credit risk, funding, and cross-border financing. Some of the most notable requirements are

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