Allen & Overy
Focus on absorbing regulatory changes results in big client wins
Questions on compliance within third parties need to be more focused
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Allen & Overy articles
Banks will have a six-month grace period before they must finally start clearing by July 2014
Absence of legal powers to enact guidelines in some jurisdictions threatens Eiopa’s objectives
Banks issued debt before the end-of-2012 deadline for Basel II capital, lessening their refinancing requirements for this year
Issuers of structured products may not have enough time to rewrite their programmes before the grandfathering provision of the Prospectus Directive runs out, say lawyers
Securitisation would be "a lot less viable" if SPVs do not qualify for clearing exemption, says Isda
Current methodology to calculate a close-out value following the exercise of a break clause results in inaccuracies, claim dealers
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.