Hedge funds oppose gross and commitment calculations
Industry achievements over past year rewarded
Lawyer advises counter-strike against dirty tricks campaigns
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 Luke Clancy articles
Disclosure orders lift corporate veil against third-party businesses
Reporting impacts NAVs, may cause capital-raising challenges
Custodians, fund administrators and service providers recognised
US move from T+3 to T+2 next in sights, says DTCC
Winners announced on the night of November 20
Hedge funds alert to new risks of limited liability partnerships
Esma board conducting stress tests before making a decision
But FSB aims to overcome data aggregation issues
Hedge funds in Miliband's sights, but full scope of tax measure unclear
Managers with requisite scale have beaten S&P 500 since 2007
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.