Range accrual and Tarf variants too complex for UK SMEs, critics say
Volatility spikes from 15 to 20 points after pro-democracy protests
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.
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Huge buffer set tongues wagging, but has shrunk dramatically in past three months
But FSB aims to overcome data aggregation issues
Bank of America and Citi likely to be in the second wave of banks
UBS in Australia sold off CDS portfolio in fixed income scale-back
Corporate bond and commodity derivative sectors are the prize
Two-thirds of respondents say clearing will increase the cost of derivatives trades by up to 5%
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.