Regulator looks for excessive profits and exploitative sales techniques
"It's quite clear there is a US camp and a European camp," capital head tells 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.
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How to do business in red flag states
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
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
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.