Staggered roll-out was key to success of clearing rules in US, says securities co-head
Future crisis could see non-cleared swap margin double, says Goldman exec
Capital charges will be ‘very difficult to explain’, conference hears
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Rise of standardised approach would be 'a loss for the banking industry'
This year's rankings - and accompanying survey - are now open
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Repository has apologised to clients caught in Emir reporting backlog
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Deutsche Bank hires Nomura’s Neal for listed derivatives
Nailing down mercury
The old process of reconciliation has been made newly complex by regulation. Banks want technology to solve the problem
Structured products house of the year: Société Générale
Equity derivatives house of the year: Morgan Stanley
Currency derivatives house of the year: Bank of America Merrill Lynch
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.