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 Credit derivatives articles
Buy-side market participants are expecting increased operational costs when new regulation on central clearing of CDS contracts is implemented
Revised rules replace laborious consent-then-confirm novation process
Morgan Stanley is said to have acquired the bulk of an €8.6 billion portfolio of complex credit derivatives from Natixis last month.
In 2008 and 2009, the calibration of the standard Gaussian copula model for collateralised debt obligations has frequently broken down. To overcome that problem, Martin Krekel has embedded the model...
The world is watching nervously as sovereign debt is rocked by fiscal and economic crises in the eurozone.
Shorting shares and bonds could be restricted or even banned under new EC proposals, but naked credit default swaps are safe for now.
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.