A delay to Solvency II implementation does not mean insurance firms can put preparations on hold, says Eiopa executive director
A Basel III conference panel disagree over whether banks should publish liquidity coverage ratio and net stable funding ratio estimates now, even though the final rules are not yet agreed
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Nick Sawyer articles
Dealers say CCPs need to be more transparent about how they calculate margin – including making their models fully accessible
CCP interoperability will not resolve fragmentation in the OTC markets, say panellists at Isda Europe conference in London
New CSA, new challenge
Incoming president of the European Central Bank warns against pressure to water down regulatory reform, in this edited version of a foreward to a new Risk book
In an exclusive video interview, Isda chairman Stephen O’Connor says there is a finite capacity for clearing members to provide collateral transformation services to their clients
A review of the top Risk.net stories during the first half of 2011
Systemically important solutions
Basel Committee proposes a staggered common equity capital surcharge for systemically important banks, but steers clear of contingent capital
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.