Market may not give up liquid benchmark of its own accord, regulators accept
Dramatic growth in required swaps collateral at Swiss FCM
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
CFTC relief expires on June 30, but countries need more time to change laws
Kicillof comments mean contracts can be extended, law firm argues
Too-big-to-fail issue, swap market overhaul and shadow banking all on to-do list
Sliding profits are prompting banks to take a new look at an old idea – an industry run back-office utility
Credit Suisse will get access to “world-class” technology in joint venture
CCP exposures not in scope of new regime, but clearing members are
“Historical relationships” will make it difficult for prop traders and others to make markets on Sefs
Finra says year-long approval process revealed "notable outliers"
There "could be a role" at one of the market's new utilities
Russian bank's trading head says political crisis has not spilled into local markets
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.