Proposed bona fide hedge exemptions are too narrow, firms say
Suncor voices concern over clearing costs for derivatives dealers
Rival WCS indexes hinder growth of financial trading, firms argue
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.
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David Samuels to head Americas commodity sales for French bank
Longstanding oil trader sees success with global expansion in gas
Fragmented shale oil market yet to coalesce around one pricing point
Rules are uphill battle for non-financial firms, says compliance chief
Delta Air Lines sees fewer counterparties for bilateral trades
SolarCity deals show potential and pitfalls of new asset class
Oil firms turning to LLS, WCS, Mars and Midland for hedging exposures
O’Connor to lead bank's North American commodity finance effort
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.