Americas EQD business gets new head and new head of sales; Higgins joins RBS as head of European fixed income; Nomura adds staff across Asia; four equity flow hires at SG CIB
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
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...
In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
A clear alternative?
Fight the power
Multi-dealer platforms have to register as Sefs - but clients could choose to use other venues and avoid extra legal work
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.