Three industry-leading firms with a legacy of serving community financial institutions for nearly four decades have combined to form OptimaFI, currently serving more than 2,500 clients. OptimaFI ...

This virtual learning experience provides practical strategies for building a liquidity risk management framework aligned with Basel IV. Through case studies and group discussions, participants will ...

Following our September 2024 Alert “Liquidity Management Under AIFMD2: RTS for Open-Ended Funds,” the European Securities and Markets Authority (ESMA) has now published Final Reports for “Guidelines ...

For financial analysts, understanding bank liquidity risk is essential not just for assessing individual banks, but also for evaluating broader market conditions. Banks rely on several forms of ...

On August 28, 2024, the Securities and Exchange Commission (“SEC”) adopted amendments to reporting requirements on Forms N-PORT and N-CEN that apply to certain registered investment companies, ...

The U.S. Liquidity Coverage Ratio (LCR) rule is designed to promote resiliency of the banking sector by requiring that certain large U.S. banking organizations (Covered Companies) maintain a liquidity ...

Cash and highly liquid securities dominate the mix of assets that banks hold in their liquidity buffer. In Risk.net ’s latest ...

Corporate treasurers and their bank counterparts are starting to employ similar strategies in dealing with liquidity risk. Both have learned valuable lessons over the past few years, and now it’s time ...

The banking failures of early 2023—precipitated by the sudden collapse of Silicon Valley Bank (SVB)—served as a rude awakening for the sector, giving financial institutions extraordinary cause for ...

The U.S. Liquidity Coverage Ratio (LCR) rule is designed to promote resiliency of the banking sector by requiring that certain large U.S. banking organizations (Covered Companies) maintain a liquidity ...