Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
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 Joe Rennison articles
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
State-specific timelines are making it difficult to compare data
Huge buffer set tongues wagging, but has shrunk dramatically in past three months
Isda chair's comments at odds with industry calls for bigger CCP capital cushions
Moving reference rate from Fed funds to GC repo rate to pose few problems
Icap takes the top spot as brokers struggle with Sef switch-on
Powell says Fed will "make sure" move happens in coordinated fashion
Central bank will coordinate switch to new risk-free benchmark
Dramatic growth in required swaps collateral at Swiss FCM
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.