This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Michael Faulkner articles
Arguments on artificial volatility dampeners must focus on fundamentals if political consensus is to be reached, warns Skinner
But MEP Peter Skinner says European Parliament vote cannot be delayed again
Concerns that Solvency II timetable could be delayed as a result
Reliance on third parties for critical data is key issue
Calls for standard formula calibrations to be reduced further
Demand for covered bonds and shorter duration corporate paper likely to increase, according to exclusive analysis by economists at Dutch central bank
Sovereign risk poses greatest threat to Euro insurers
Warm words from van Hulle on counter-cyclical tools, but questions remain
Key vote by European Parliament could be delayed further
Unpublished Level 2 text will be basis of model approvals, says FSA's Adams
Decision on Bermuda, Japan and Switzerland equivalence to be taken once Level 2 measures agreed
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.