SCH volumes one third of SGX's after two weeks of trading
Markup language could reduce high levels of operational risk
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.
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Spread option pricing: importance of forex risk factors illustrated
Wider benefits of Dodd-Frank and Emir reporting yet to be realised
CFTC position limits could scramble widely used approach to hedging
Wall Street is cutting back, not quitting the market altogether
Physical deals with producers seen as ‘superior’ to financial hedging
Counterparty concerns could lead to increased use of clearing
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.