Dealers hoping to escape retroactive EU clearing mandate
Approach would be twice as efficient as planned uncleared margin regime, dealers claim
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 Matt Cameron articles
Dealers found a way to protect some cross-currency swaps from heavy new capital requirements last year, by adding foreign exchange options into the structure – but the powers of the technique are ...
European proposal limits risk management tools to clearable swaps only, preventing options-based hedges
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
Interest rate derivatives house of the year: Goldman Sachs
Not too big to fail?
Regulators have increasingly been pushing for less reliance on bank internal models, but Osfi’s deputy superintendent of the regulation sector, Mark Zelmer, thinks internal models have a place
FDIC's single-point-of-entry method applauded but concerns still linger
Market is too concentrated to cope with a default, participants warn
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften t...
Asset managers call on regulators to amend Ucits rules
Canadian regulator wants its banks to compete on same terms as US rivals
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.