Australian dollar, renminbi and CE3 currencies touted as alternative macro hedges for European debt woes
Central counterparties a ‘Maginot line’ that won’t prevent financial breakdown, argues Queen’s University at Kingston assistant professor
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
Deputy comptroller gives sneak-preview of possible systemic threats that will be highlighted in a forthcoming OCC report
New York Fed will "stand down" as the CFTC and SEC "stand up", says New York Fed president
Trouble in the eurozone is increasing collateral in over-the-counter derivatives market, according to Isda
The funding squeeze
A consultation on OTC clearing is expected in the coming months, but a key question will not be answered
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited
Dealers are concerned that intra-day margin call guidelines, which they claim could drain up to $500 billion from financial markets, could make it into final CPSS/Iosco principles
Beyond Basel 2.5
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.