Certain forex options and exotics penalised by Basel 2.5, including emerging market currencies and double no-touches
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
Dealers worry about the impact on liquidity unless single-name and index trades can be margined together
SEC chief economist says consolidated audit trail rule is strong enough, despite concerns from Democrats
Leveraged and inverse ETFs and ETNs criticised by New York University mathematics professor
Principle character: William Dudley interview
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
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
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.