The Liquidity Management Working Group is composed of experts from close to 20 multinational banks.
The paper, “Managing Corporate Liquidity and Bank Liabilities: The Changing Corporate Liquidity Management Ecosystem”, is zooming in on the challenges that market players from both the demand- and supply side are facing across Europe today: evolving technical, operational and regulatory market requirements in general, and in particular the organisation of migrating liquidity management practices into the digital era.
Appropriate liquidity management practices and risk mitigation measures are essential to this transformation for banks and corporates alike. Against this background, the paper places a particular focus on analysing the effect of Basel III on two key elements of corporate liquidity management: the investment of corporate cash and the future availability of notional cash pooling.
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