Bank says client clearing returns are "incompatible" with current capital rules
Firms struggle to work out reporting mechanics before October deadline
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
JAC calls on regulators to co-ordinate cost disclosure rules in KID with Mifid II
End-user relief has good shot at surviving Obama veto, observers say
CFTC head acknowledges difficulty faced by hedgers in illiquid commodities
US politicians argue "unwarranted" capital burden will hike end-user costs
Systemically important status seen as business threat by asset managers
HKMA is first Asian regulator to implement Basel III counter-cyclical capital buffer
CFTC chairman and commissioner discussed withholding Giancarlo’s calls for rules reboot
Regulators argue a backstop is needed to avoid too-low modelled numbers
NCDEX finds itself in conflict with government clearing house proposals
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.