Two months after the landmark political agreement on Omnibus II, MEP Burkhard Balz discusses the thorny issues that did not make it into the directive, spells out his expectations for the level 2 te...
The experience of the 2008 crisis shows that leverage ratios are better warning signs than more complex measures such as capital ratios
Some funds will have to comply with Dodd-Frank and Emir simultaneously
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Regulation articles
Move by Goldman’s commodities subsidiary could trigger CFTC ruling
Global securities regulator says both entities need to take a longer-term view
Calibration for general insurers and with-profits funds frustrates regulator's progress
Mifid II exemptions for physically settled power, gas, coal and oil greeted by European energy traders
European disclosure regime for derivatives platforms diverges from that in US
Completing the two studies on schedule will be "nigh-on impossible" bankers claim – but regulators are thought to be wary of a postponement
Rights and responsibilities of supervisory colleges should be clarified, say insurers
Under pressure from politicians, the US Federal Reserve floats proposals to tighten rules on banks in physical commodities
Promontory Financial and Mazars will examine evidence
Narrow definition of qualifying capital conflicts with existing regulatory regimes, experts warn
Professors tell a US Senate subcommittee the liquidation rules will not help and may create more difficulties
Sponsored video Q&A: DTCC
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.