Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Matt Cameron articles
Working group publishes proposed margin rules for uncleared trades – bringing global rules in line with an earlier US proposal
Senior hire is seen as a coup for Deutsche’s clearing business
CFTC due to release interpretive guidance note within a week, which aims to clarify extraterritorial application of its rules
Posted collateral cannot be used to offset liabilities when calculating farm credit banks' leverage ratio
Two-thirds of respondents think trades with corporates should be exempt from Basel III's CVA capital charge
Non-financial risks raised by AIFM rules
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
A stay of execution
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.