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 Christopher Whittall articles
Government agency looks to alleviate funding costs for bank counterparties in swaps transactions.
Battle for client clearing business set to heat up, reveals Risk interdealer poll
Banks asked to draw up blueprints for resolution as part of a pilot scheme
Dealers eagerly watch European Central Bank tenders as new maintenance period is set to begin
Insolvency veteran Lomas to head Lehman Brothers International (Europe) (LBIE) administration in Pearson's absence.
Changes are planned to a key euro rates benchmark - and it could have a number of knock-on effects.
Changes in valuation were “relatively small”, says clearing house
Central counterparties are wrongly perceived as being more expensive than OTC transactions, says a leading economist.
Hedge funds seeking protection against deflation and dealer hedging of residual short floor positions are cited as the reasons for a rise in prices on euro zero-coupon inflation options.
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.