Dodd-Frank and Mifid II won't stop market disorder but will penalise hedgers
Counterparty correlations are no substitute for due diligence, argues Kaminski
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 Mark Pengelly articles
Capacity crunch looms due to uncertainty and congestion, warns Genscape’s Dale
Emir segregated accounts pushing firms to trade OTC, says Jones
Garry Jones on China, warehouses, clearing and financial regulation
Trading portfolios are easily mishandled, as are Europe's economies
Asset-based trading seen as crucial in environment of lower oil prices
Rankings marked by dramatic exits and one impressive comeback
Adapting to new rules and capital requirements is achievable, says Agran
Applying kriging to extract smooth curves from energy futures prices
Aggressive pursuit of wrongdoing harms market efficiency and competition
Utility's split is just the latest transition in David Port's career
Vincent Kaminski explores the potential dangers lurking in oil markets
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.