Dealers say some domestic firms may have found way to avoid clearing
Banks believe they can cut the notional value of their swaps books in half by the end of next year
Market players express doubts over accuracy of quotation system
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
The age-old practice is set to be the focus of regulators
Firms looking to de-risk but the Tarf issue could re-emerge
Some buy-side firms avoid illiquid underlyings over manipulation risks
Reform process underway but global firms need convincing it will succeed
Regulators are clamping down on complexity, but risk harming innovation
Sydney home to world's fourth largest IRS market but is that big enough?
EM currencies to get the best of the OTC and exchange worlds
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
Order books could get a boost if regulator bars brokers from revealing counterparty IDs
Government needs to establish local rates standard, say global banks
Failure to apply hedge accounting means derivatives bring balance sheet volatility
Low volatility and greater local competition hit global banks' numbers
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.