From Berlin to Birmingham, risk functions are increasingly relying on low-level number crunchers in low-cost locations
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 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
Swiss bank is tying up too much capital in immature business, rivals claim, after new NFA data shows it to be an outlier
US CCPs may need committed funding to count US Treasury collateral as liquid
Politicians may be unwilling to consider it, but the eurozone’s problems could be solved through a slight twist on debt monetisation, argues Marcello Minenna
Leverage-only approach would set prudential rules back 50 years, warns senior Canadian regulator
Dividing the over-the-counter market into cleared and uncleared products creates extra risk and inefficiency, critics claim – it also creates an opportunity for services that can repair the damage...
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.