But rejects price efficiency of US index options trading
High-momentum, well-known growth names hugely overpriced
Item scheduled for meeting on July 9, but may slip to September
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
Large US fixed-income funds moot rate-rigging legal action
Lower trading costs could tempt funds, managers and dealers
Hedge funds to follow US model by taking on bank risks
US would have benefited from pragmatic European approach
Fixed income returns more appropriate performance metric
Hedge fund managers need to get used to compliance burden
But strategy among highest returns this year
Emerging cadre of macro investors are risk managers
Plan in documentation where any dispute should be heard
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.