Quartet FS: Liquidity Management in Times of Regulatory Pressure

How to monitor and report intraday liquidity in a timely and flexible manner?

Liquidity management has become an integrant part of any bank’s sound risk management practice. The collapse of Lehman Brothers highlighted the need for banks to consider liquidity as a scarce resource. Since the global crisis in 2008, market reforms are flooding the financial sector, forcing banks to manage their intraday liquidity in a more prudent and a more effective manner. With this in mind, how can banks

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: