Enough collateral in the system for now – but this will change
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 Derivatives articles
Dealers are predicting up to a 50% spike in business next year
Core rates products may only be offered to “key clients”
Real money firms have enough collateral to stick with swaps, buy-side exec argues
Collateral transformation facilities being lined up but are not being used
Onshore mandates give Asian economies the edge in developing forex clearing
Job changes in the derivatives, regulation and risk industry throughout Asia
Credit repacks and collateralised loan obligations back en vogue
International players have concerns over first RMB oil contract
Japanese clearing house will soon be able to clear for US clients
Enquiry now underway, AMF official tells conference
Regulator sees more advantages than risks in relaxing the rules
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.