Ultra-high-net-worth investors ready to sink $300 million into market-making revolution
Wastefulness of 20-year bull market will take years to reverse, dealers expect
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
Correlation of currency and underlying asset militates against hedging
Low leverage this time should result in milder correction than 2008/9
US would have benefited from pragmatic European approach
Post-election rally likely to further increase sales later this year
Credit Suisse will get access to “world-class” technology in joint venture
Almost 60% of asset managers expect interest rate swap volumes to fall
Banks have spent 'a lot of time and money' to avoid extra-territorial swaps rules
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
Taiwan's regulator warns banks about structured hedges
“Historical relationships” will make it difficult for prop traders and others to make markets on Sefs
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
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.