Role of financial participants in price plunge adds new twist to old debate
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 Alexander Osipovich articles
CFTC rule change forces firms to retain piles of pre-trade communications
Exemptions for bona fide hedging are too limited, companies say
Trading chief fled Cuba as a child, before finding success in energy
End-user relief has good shot at surviving Obama veto, observers say
CFTC head acknowledges difficulty faced by hedgers in illiquid commodities
US rules should take effect simultaneously with Mifid II, argues FIA
Commissioner urges rethink of Dodd-Frank Act position limits rule
SDR data feeds offer window into OTC commodity derivatives market
Liquidity provision in energy derivatives is not Vitol's role, says Taylor
Chairman reassures farmers upset about proposed hedge exemptions
Deal comes as French bank faces one-year US dollar clearing ban
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.