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 Nick Sawyer articles
Basel Committee considers capital charges on CCP default fund exposures
Vote now in the 2011 Commodity Ranking poll, organised by Risk and Energy Risk magazines, for your top counterparty dealers.
More transparency in OTC derivatives is crucial – but regulators need the right kind of data, say conference speakers.
A new capital charge on bank exposures to CCP default funds could be introduced in December, says Osfi's White.
Push for global convergence in over-the-counter derivatives regulations means any US exemption is likely to be followed in other jurisdictions, says the EC’s Pearson
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.