Banks say they will not hit revenue targets if Esma deadline is endorsed
Ability to cross-margin FX futures against equity portfolio offers savings
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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Singapore and Mauritius could benefit from scheme to change tax treatment
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No ambiguity in 2014 contracts, but questions exist over 2003 vintage
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Irregularities at Chinese trading house lead to liquidity tightness
AIFMD implementation in jurisdictions is a key factor
More than 75% of respondents expect dealers to pursue joint ventures
BBVA's equity derivatives rebuild includes 'strong conviction' index
FSC to boost investor participation in derivatives but faces industry scepticism
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.