Transcription of FINANCIAL RESOURCE MANAGEMENT - …
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FINANCIAL RESOURCE MANAGEMENTBALANCING COMPLEX AND COMPETING CONSTRAINTS ON CAPITAL, LIQUIDITY AND FUNDINGAUTHORSIlya Khaykin, PartnerUgur Koyluoglu, PartnerDouglas Elliott, PartnerChristopher Spicer, PrincipalBASEL IIICAPITALRATIOSLIQUIDITYCOVERAGERATIOLE VERAGERATIOSSTRESSTESTS CCAR COLLATERALREQUIREMENTSTOTAL LOSSABSORBINGCAPACITYNET STABLEFUNDINGRATIOLARGEEXPOSURELIMITSCAP ITALBUFFERSLEGALENTITYREQUIREMENTSRISKAP PETITE/LIMITSCAPITALFLOORSECONOMICCAPITA LSTANDARDIZEDAPPROACHESFUNDAMENTALREVIEW OFTRADINGBOOKINTERESTRATE RISKIN BANKINGBOOKC opyright 2017 Oliver WymanTHE FINANCIAL RESOURCE MANAGEMENT PUZZLEWhat happened to ROE?
EXECUTIVE SUMMARY In the second half of 2016, the International Association of Credit Portfolio Managers (IACPM) and Oliver Wyman jointly conducted a survey on Financial Resource Management (FRM)
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