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 Hannah Collins articles
The supervision of structured products has improved in recent years, but investors aren’t aware of many of the changes, say conference speakers
S&P Dow Jones Indices index tracks the four largest economies in the Next 11 in a reflection of growing demand for broader emerging markets exposure
S&P Dow Jones Indices has combined two of the year's biggest themes so far in its latest index, the S&P 500 Low Volatility High Dividend Index
Exchange-traded funds that buy call options on the underlying stocks are attracting big inflows in North America
Edhec is reminding investors that alternative indexes can have significant drawdowns
FTSE Group and the Nairobi Securities Exchange have launched the first independently calculated Kenyan sovereign debt index, underscoring increasing investor interest in Africa
With exchange-traded funds linked to dividends seeing big inflows, providers are now offering more targeted exposure to the sector
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.