Credit Suisse and one other private bank to sign to Melbury platform
Demand is strong but supply is constrained due to stuctural issues
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
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
US regime differs on currency, threshold, eligible collateral and non-financials
"Buy-side firms say they want more liquidity and choice. Now, they have choice"
Collateral posters should pay when rates are negative, US banks believe
CCPs have ways to boost financial strength – none straightforward
Traders fear swap market will be split by 0% floor disputes
Regulators and accountants don't agree on CVA but banks say smart hedges exist
Enough collateral in the system for now – but this will change
Dealers are predicting up to a 50% spike in business next year
Core rates products may only be offered to “key clients”
Real money firms have enough collateral to stick with swaps, buy-side exec argues
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.