The fine handed out by an Australian court last year to ABN Amro and Standard & Poor’s was a rare success for post-crisis litigants in structured credit cases. The victors are hoping to repeat the...
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
Loss-making unit's RWAs would have tripled under Basel III, JP Morgan chief executive says - but attempting to cut capital burden made its hedges more complex
Central counterparties have been invited to join the Isda credit determinations committees – but they will not have a vote
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited
Spreads are static and volumes light as EU finance ministers and the Greek government try to reach agreement over bail-out terms
The Indian CDS market, which started trading at the end of last year, will need three years before trades can start being cleared through a central counterparty, says clearing house CRO
The profits of imbalance
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.