Bernhard Kretschmar is Senior Manager in the practice group Risk at zeb. In this role, he is managing projects in the thematic fields of risk and liquity management.
Regulatory requirements merely provide the framework – the institution-specific implementation can be based on different modeling approaches.
The regulatory developments of the past years highlight the huge importance of liquidity risk management and the associated challenges.
The European Commission publishes a Delegated Regulation (DelReg) LCR corrigendum.
A core component of a holistic liquidity risk management approach
The currently discussed draft of the FRTB proposes a clear boundary between trading and banking book positions.
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