South Asia set to drive development of derivative market in the medium term
Banks face dilemma over whether to join a number of Asia clearing houses
15th annual poll goes live now
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
Negative carry versus short-term rates is deterring firms from hedging
Rather than acting as a rival to SGX, DCE complements its Singapore counterpart, insiders say
Zhu moves from Goldman Sachs where she was a China equity strategist
Steven Yu and Alex Tam join Australian bank
A three-year avoidance of European-linked structures at an end
Nomura CRO on how to meet competing regulatory demands
Eurex's Singapore CCP finds favour with market, CME less so
Osaka and Tokyo exchanges set to merge derivative platforms in March
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
Several Asian exchanges looking to set up similar deals to leaked ASX/CME proposal
On the move
Australian market increasingly important as AUD IRS volumes overtake yen
Impact of US taper on emerging markets more significant than domestic political troubles
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.