If collateral cannot easily be repoed, dealers say funding charge should apply
Regulator warns banks on structured currency trades as renminbi hits 18-month lows
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
Despite 2013 rupee volatility Indian corporates are reluctant to hedge
Inflation swaps market has become illiquid with most activity on physical inflation-linked bonds
There "could be a role" at one of the market's new utilities
European regulators confirm haircut will apply to both initial and variation margin
Hedging remains an issue until futures are launched in November
Shut off from foreign peers, US firms need dealers to access offshore liquidity
Corporates lag other participants; less than a third collateralising
Despite problems, Esma official says reporting roll-out went "pretty well"
Bafin's König says early terminations could make bank resolution impossible
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.