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Liquidity Risk - The Sharp End Issue of the Credit Crunch in 2008

Liquidity Risk is a confused topic (from a supervisory or B2 perspective)

because it has not been clear whether this is a risk type to be treated qualitatively or quantitatively through the development of the Basel II (B2) accords. In the initial months after the first Basel Accords were published most European regulators discussed the challenge of Liquidity Risk in qualitative terms. Latterly however the emphasis has been on the need for regulated financial institutions (FI) to stress test this aspect of Market Risk. This stress testing requirement demands that Liquidity Risk be treated quantitatively, from the perspective of a methodological approach to capturing how the FI’s exposure to this risk may fluctuate under extreme conditions.

My first contribution to Drupal.org

introduction: 
I made my first contribution to Drupal.org. It concerns redirections of login.

I made my first contribution to Drupal.org.

It concerns redirections of login.  Login destination is a useful module for redirecting users after they logged in. You can redirect depending on roles, but I needed rules depending on which node the visitor was entering from.

asymptotix - identifiable preferably private sector users

 

 

this is a 'be nice to customers' place

 

Lewtan Technologies Announcing the New and Redesigned ABSNet

(3 February 2011) Lewtan Technologies has announced the New & Redesigned ABSNet website.  A more powerful and integrated platform which connects performance data, ratings and pricing for the most comprehensive ABS/MBS portfolio surveillance solution in the industry. Complimentary access to Thomson Reuters pricing is available! ABSNet Cash Flow provides fully integrated European data models for projecting cash flows. These models simulate the paydown of collateral and bonds in European ABS deals based on user-defined scenarios.

New key features include:

What is 750 bn euro EFSF compared to 4,5 trillion euro state aid in the EU finance sector?

What is 750 bn euro EFSF compared to 4,5 trillion euro state aid in the EU finance sector? The volume of national support to the financial sector approved by the European Commission between October 2008 and October 2010 amounted to around € 4.5 trillion, the autumn State Aid Scoreboard shows. The amount actually taken up by banks in 20091 is around € 1.1 trillion. The bulk (76%) of this support comes in the form of State loans or guarantees to maintain interbank financing which would only have an impact on public finances, if they were called upon, whereas recapitalisation represents 12% and impaired asset relief 9%2. Excluding the crisis-related support, total aid remained relatively stable at € 73.2 billion in 2009 or 0.62% of GDP and continued to re-focus on less distortive horizontal objectives such as aid for research and innovation, protection of the environment and support to SMEs.

Commission Vice-President in charge of competition policy Joaquín Almunia commented: "The financial crisis led Member States to commit huge amounts of money to preserve financial stability. Whilst vital state aid to the financial sector has been permitted under specially adapted, crisis-specific rules, state aid to the non financial sector has remained broadly stable, and a positive aspect is that, in these circumstances, Member States have continued to re-orient State subsidies to research, environmental protection and other general-interest objectives, which create growth and jobs."

 

Asymptotix and the Scottish Financial Risk Academy

Asymptotix is a member of the newly established Scottish Financial Risk Academy.

The Scottish Financial Risk Academy (SFRA) was established in April 2010 by a consortium of founder members led by the Maxwell Institute for Mathematical Sciences. It is funded by a grant of £335,000 from the Scottish Funding Council and contributions by founder members.

Market Risk: Solving for Basel II and IFRS7 with SIAG

coins madridMarket (Price) Risk - Abstracting the Liquidity Component

Market Risk is different. Liquidity Risk is different even further. Conceptually they are in bed together, although Liquidity risk has risen up the food chain recently as the impregnability of the banking book has been seen to be a chimera as the tide of the crisis went out. One thing is for certain these are the two biggest headaches from Bishopsgate to the Barbican. The Liquidity risk story is well documented here so this blog has a focus on the Market Risk (Price) problem and how to solve it for its two currently key variables – Basel II and IFRS7.

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Are the key legislative pillars such as Basel II & III, UCITS IV and Solvency II forcing you to re-examine how you identify, measure and manage risk and capital?

Asymptotix work closely with our partners to help clients develop a more proactive, systematic and integrated approach to governance and risk management to deliver proper value.

Asymptotix can offer the support you need to deliver on time. Read more...
 

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A positive customer experience is vital to conversion, no matter what your conversion goals may be. Our designers and developers will create a positive experience to maximize your conversions and deliver the optimal return on your investment. We strive to find the perfect balance between the web site’s design and functionality.

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