Michele Foresti, an 18-year Deutsche Bank veteran, is BAML's new head of fixed income for Europe
Repository has apologised to clients caught in Emir reporting backlog
Surge in customer numbers caught the repository out, CEO admits
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Duncan Wood articles
RBS expected to refocus on core businesses and home markets - investment bank could shrink further; new faces at the SEC; Mahmud takes top forex post at Citi; client execution hires at UBS; Aviva In...
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
Trading technology product of the year: Nasdaq OMX
Last year was a landmark for the derivatives reforms laid out by the Group of 20 nations in 2009, with clearing, trading and reporting rules all coming online in the US. But it was also just the sta...
The French bank will house up to 600 RBS staff after winning auction; SG CIB provides new CEO for Newedge; US futures business at Deutsche gets new boss; JP Morgan promotes divisional CFOs; SGX spli...
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.