Similar sized deal involving Asia names set to follow
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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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%
Fresh uncertainty over Esma's recognition of KRX's OTC clearing house
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
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.