Impact-adjusted valuation and the criticality of leverage
Bucking the trend
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 Aaron Woolner articles
Asset managers in Asia are being hindered in preparing for OTC clearing by a lack of clarity over location
Experience of the Asian financial crisis leads Bank of Thailand's deputy governor to question the LCR parameters
Interviewed at the Sibos conference in Osaka, David Puth talks about growth plans for Asia and the risk management implications of central clearing
A speaker at FX Week Asia argued that further liberalisation of the RMB was on the cards in the near future
Asia Risk Awards 2012 winner: State Street Global Advisors – Asset Manager of the Year
Asia Risk Awards 2012 winner: Fenics Trader (GFI) – Technology Development of the Year
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.