FTSE regains ground as appetite for multiple underlyings falls
Commodities poised for rebound as easy money contines to flow
Buffers and baskets have appeal beyond structured notes and CDs
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 Structured products articles
Source adds Senior and Mautone as managing directors in London
Volatility is trading at low levels on HSCEI despite China fears
SolarCity deals show potential and pitfalls of new asset class
Hinde Capital long-short strategy at the heart of new LSE-listed ETN
‘Blast emails’ to retail investors a major offender under Rule 2210
Multi-million-pound hedges can move the market prior to strike date
Substantial tax on “dividend equivalents” though questions remain
Roll costs, tenor and lot size limiting attractiveness
Esma opinion may dilute Priips upon implementation, say observers
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.