Two-thirds of respondents say clearing will increase the cost of derivatives trades by up to 5%
Fresh uncertainty over Esma's recognition of KRX's OTC clearing house
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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Data shows users are not flocking to the product to avoid Sefs
Moving reference rate from Fed funds to GC repo rate to pose few problems
Authorities take further steps to bring $300bn of overseas traded securities onshore
Lack of disclosure in stake-building process raises questions
Market divided over whether long-only mangers can access China via the initiative
Fears relationship between credit indexes and constituents becoming more tenuous
CNT fixing will be a boon for Taiwan’s derivatives market
Powell says Fed will "make sure" move happens in coordinated fashion
China A50 futures and ETF inflows rise following HK Shanghai stock connect
Central bank will coordinate switch to new risk-free benchmark
Revamped ABS market will need state support if it is to be a game-changer for Europe
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.