Controversial practice will not ‘go away’ without action from regulators
Regulators may never be able to fully monitor risks created by shadow banking
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.
More Regulation articles
The RBI's use of a conservative standard CVA approach is overly prudent, say dealers
While standardised rules are being revised, banks say they can't make a call on floors
Directional portfolios and limited diversification will hamper recovery process
State-owned and private banks already above 4% standard regulators are introducing
Dodd-Frank and Mifid II won't stop market disorder but will penalise hedgers
Floors framework should not overstate risk, says Sweden's bank supervision chief
Leaving rules "in flux" will harm market, CFTC commissioner warns
RBS risk veteran says banking activities pose greater threat
Banks will have to figure out what constitutes ‘critical activities’ for themselves
New fee structure amounts to a fourfold increase in some cases
Different treatment of public and private banks stymied netting – but this could now change
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.