European regulators confirm haircut will apply to both initial and variation margin
Hedging remains an issue until futures are launched in November
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
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
Frankfurt exchange expands its co-operation agreements with Taifex
Clearing members pressure CCPs to put more of their own money at stake
Capital benefits also remain intact for modelling banks, says Fed official
Industry would struggle to hedge risk following a dealer default, says Goldman's Frankel
Rise in equity markets makes it less costly for insurers to de-risk
Negative carry versus short-term rates is deterring firms from hedging
Rather than acting as a rival to SGX, DCE complements its Singapore counterpart, insiders say
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.