Preparing for domestic CDS
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
Sovereign and corporate CDS tighten as Irish government prepares to announce austerity measures.
Tightening of peripheral CDS continues for third day after Trichet announcement
Peripheral CDS tighten as Trichet raises hopes of more bond purchases
Portugal might be next peripheral to seek help, economist warns, as its CDS hits record high.
CDS spreads on peripheral eurozone debt widen despite €90 billion in aid
Five largest US-based dealers hold 37% of total notional, trade association says
Study shows strong correlation between CDS liquidity and yields on sovereign debt
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.