Rigging liquidity scheme payments adds insult to injury
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.
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Regulatory initiatives welcomed by Australian financial services industry
Contracts may need overhauling to match tax-evasion law
Misleading advertising common among high-interest loan providers
Bank appears to fear hedges with a US person could drag it into Dodd-Frank regime
International banks must exert more care on dollar transactions
Roughly two-thirds believe trade talks would help fix swaps problems
CFTC position limits could scramble widely used approach to hedging
Australia reporting rules differ from those in Hong Kong, Singapore
Bill gives US Senate the chance to kill off Dodd-Frank indemnification clause
Reverse repo treatment in draft NSFR cuts ratio from 113% to 98%
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.