Recommendations over supervisory colleges, private mortgage insurance and reinsurance collateral rejected by NAIC members
Number of legal entity identifiers is sitting at 83,337 – well short of the required total, which is estimated at anything from 100,000 to one million
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.
More Regulation articles
Exception in draft Level 2 text could exclude active funds
Differing approaches of swap data repositories haunt energy companies trying to reconcile trades
Jon Kinol will lead a new electronic market-making project, leaving David Tait as sole head of the bank’s macro products group
Bordering on chaos
Proposals on proposals
Room for improvement
The race to report
An LSE audience hears predictions of a new credit crunch in 2025
Sebi tries to exert greater control over foreign investment by tightening rules governing P-note issuance and streamlining foreign investor approval process
Market participants not doing enough to adjust to likely effects of EMR, say experts, including volatility and low prices
European Commission's unofficial Level 2 draft disregards insurers’ calls for the adjustment to be capped
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
Move by Goldman’s commodities subsidiary could trigger CFTC ruling
Global securities regulator says both entities need to take a longer-term view
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.