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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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JP Morgan has won Risk magazine's derivatives house of the year award for the second successive year. In a 12-month period that saw the collapse of Bear Stearns and Lehman Brothers, unprecedented ...
The shrinking of assets managed by hedge funds is creating a strain on technology as operating budgets are reduced, according to both Thomson Reuters and SunGard. The most recent research by Chicago-based...
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.