Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference
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 Infrastructure articles
A consultation on OTC clearing is expected in the coming months, but a key question will not be answered
A hammer to crack a nut, or a chance for everybody to win? Buy-side panellists disagree on the merits of central clearing
Eligible collateral for CCP margin needs to be reviewed – and regulators also need to ensure the clearing exemption for some end-users is not negated by Basel capital rules, say buy-side firms
Consistent reporting to multiple trade repositories under new OTC regulations will depend on the successful adoption of legal identifiers
Competition in forex clearing intensifies as LCH.Clearnet receives regulatory approval and Ice explains how its rival offering will differentiate itself
Central clearing will place a huge burden on end-users, forcing CCPs to consider how best to create operational and margin efficiencies
US regulations on mandatory clearing and uncleared margin could put US dealers at a competitive disadvantage in Europe, says EIB
Default fund contributions will be too onerous for South African banks, say conference participants
Custodial accounts worry OTC clearers
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.