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
Risk perceptions in the eurozone fell today as France and Germany agreed new treaty plans that will sanction fiscally irresponsible member states
Cost of insuring against a German government default remains stable after yesterday’s lacklustre debt auction, but risk perceptions on German banks surge
A recipe for disaster?
Where is the liquidity?
Spreads flat or slightly tighter despite political squabbling over size of EFSF
Indian summer for CDS?
The new rules are "another instance of the authorities blaming the wrong people and imposing the wrong policies", says Cass's Ian Marsh
Risk perceptions on European banks fall as Merkel and Sarkozy agree to produce a recapitalisation plan within the month
The decision by Moody’s to downgrade Lloyds and RBS fails to spark surge in CDS spreads, while other European banks finish more or less unchanged on the week despite continuing woes in the eurozone
Traders say decision by Moody’s was already priced in as major French banks escape CDS blow out
French banks see further spread widening, before disclosure by Société Générale on its eurozone sovereign exposure prompts a turnaround for that bank
CDS spreads on SocGen continue to rise - with no obvious driving force - while share prices of the three major French banks fall
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.