Fixed-income giant ‘looking at all possible venues’ in search for liquidity
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
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 Duncan Wood articles
Capital charges will be ‘very difficult to explain’, conference hears
Rise of standardised approach would be 'a loss for the banking industry'
This year's rankings - and accompanying survey - are now open
Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
Repository has apologised to clients caught in Emir reporting backlog
Surge in customer numbers caught the repository out, CEO admits
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
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.