Japan expands scope of clearing regime
New equity options on two exchanges
Money manager looks to access all liquidity pools
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 Asia articles
Parallel fund structures given the go-ahead by the US
Lack of certainty over close-out netting continues in China
Steven Yu and Alex Tam join Australian bank
A three-year avoidance of European-linked structures at an end
Nomura CRO on how to meet competing regulatory demands
Yen and dollar funding discrepancies hit Nikkei options market
SFC proposals to keep retail investors on the lit market come under fire
Eurex's Singapore CCP finds favour with market, CME less so
Osaka and Tokyo exchanges set to merge derivative platforms in March
Korea trading snafu casts doubt on KRX's default fund structure
KRX is rethinking its own rules in the event of a member default
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
National Stock Exchange of India about to launch the fourth Asian equity volatility index this week
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.