Following the global financial crisis that began in 2007–08, policy- makers have multiplied their efforts and implemented reforms to strengthen the resilience of the financial sector. But – while ...

The LQA tool, which was developed over a six-year period and is the first system of its kind to use machine learning, according to Bloomberg, is aimed at providing bond risk managers, portfolio ...

The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from ...

The Financial Conduct Authority (FCA) has reviewed liquidity management levels of asset managers and found that firms need to increase their focus on liquidity risk. The FCA made the statement after ...

All firms, particularly financial institutions, require access to borrowed funds to carry out their operations, from paying their near-term obligations to making long-term strategic investments. An ...

The amount of level 3 assets, or those that are not actively traded, in a fund is one of the best and most accessible proxies for a fund’s liquidity risk. The difficulty of valuing these assets makes ...

In a split vote on June 28, 2018, the Securities and Exchange Commission adopted a new rule to require certain open-end investment companies to disclose in their annual or semi-annual shareholder ...

Finding accurate market information on securities that seldom trade or only trade in small batches is a tricky proposition and makes it challenging to find answers to the following types of questions: ...

A man and a woman choose from an array of credit cards and dollar banknotes, 1979. (Photo by Alfred Gescheidt/Getty Images) Private credit — direct lending to businesses outside the public bond ...

The heterogeneity of the United States (U.S.) financial markets and complex regulatory and supervisory institutional setup in the United States underscore the importance of enhancing systemic risk ...