The Liquidity Risk Book

 

Go to the website of Incisive Media (RiskBooks)

Integrate Liquidity Risk into the Bank's Current Transfer Pricing Process


Basel III requirements and the existing refinancing situation will result in additional costs which cannot be distributed evenly; the challenge is to set them up according to their actual origin and reason - such a project heavily depends on the bank’s recent risk measurement and cost allocation process: we have some blueprints for the methodology but changing running processes requires a meticulous analysis of the situation.