White Paper

Adapting Financial Institutions’ Liquidity Risk Management Framework to the New Regulatory Environment

Company: Moody's Analytics

Moody's Analytics case study

Category: Liquidity Risk

Published: 31 October 2014




This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.


Categories related to Liquidity Risk