Cost of benchmark contract will rise and liquidity will fall, clearers warn
Regulators argue a backstop is needed to avoid too-low modelled numbers
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
NCDEX finds itself in conflict with government clearing house proposals
New requirements may lead to consolidation among small funds
Regulators plan to floor modelled capital at a percentage of standardised approaches
US rules should take effect simultaneously with Mifid II, argues FIA
Recent Iosco consultation paper aims to better co-ordinate global regulation
Indian regulators to allow overseas firms to access market but speculation ruled out
Market anticipates an impending regulatory mandate for rupee rates clearing
New guidelines prescribe make-up of Pillar II capital add-ons for first time
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.