Proportion of reports that can be paired up is “very, very low” says DTCC exec
Insurance against cyber risk is a growing market, but doubts remain over its effectiveness
Smaller firms struggling to meet requirements under Solvency II
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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New structure sets the stage for shift in emphasis
US regulator poised to release alternative regime to DCO licence
Caps and limits likely for private exchanges
Stress tests expose flaw in formula to calculate volatility adjustment
It is not clear that European rules will permit firms to use US collateral protections
Cumulative capital impact will weigh on big market-makers, academic warns
Watch discussions and speakers from our North America conference
FOS award prevents civil suits, judge rules
Esma opinion may dilute Priips upon implementation, say observers
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.