Dealers still worried exchange has motive and means to create monopoly
RBS risk veteran says banking activities pose greater threat
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 Peter Madigan articles
New fee structure amounts to a fourfold increase in some cases
Regulators see incentives to use cleared swaps; critics claim analysis is flawed
Diverse products and risk profiles make standardised stress testing difficult
No progress on SLR changes, but ‘good chance’ of uncleared margin deadline extension
FAQ document to tackle treatment of segregated initial margin
Hedging threatened by treatment of liquidity and diversification, critics claim
Participants should choose all-to-all or two-tier structure, argues commissioner
Contingency plans to relocate US staff remain on ice
Bill seeks to give banks until 2019 to dispose of CLO assets
Bill confirming margin exemption now needs President Obama's approval
Order books could get a boost if regulator bars brokers from revealing counterparty IDs
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.