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
Liability insurers need to embrace life ALM techniques
Ineffective use of economic capital frameworks 'could obscure true risk profile of firm'
Tenax Capital fund will buy bank loans and provide debt capital to corporates
Current proposals would transfer risk to consumers and increase price of guarantees, argues consultancy
Will reduce capital charge by at least 75%, inter-dealer broker claims
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment
But relaxes solvency projection rules in updated draft level 3 guidance on Own Risk and Solvency Assessment
Negotiations to resume in September, but there are fears that deadlock will continue
FSA developing early warning system for internal models
Asset managers seek to standardise Solvency II asset data provision, but industry-wide solution presents challenges
A deal is needed on Omnibus II, even if it is not perfect
Market reaction to price changes and fat-tailed returns
Further trilogue scheduled as policy-makers seek compromise on package for long-term products before summer recess
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.