The relaxation of Basel III’s liquidity coverage ratio (LCR) requirements have been a major boon to trade finance, a sector which expected to suffer badly from the new regulatory regime. But not a...
New MAS proposals to unify investment guidelines for all insurers, and in doing so limit derivatives usage, will not affect existing investment policies for insurance firms
Pilot programmes by the CSRC to encourage OTC derivatives trading for securities companies in China
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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While foreign hedge funds have been driving down the value of the yen, now Japan insurers may strengthen the trend
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The largest pension schemes in Hong Kong can potentially be exempted from Fatca after being judged by the US to be low risk for tax evasion
CME to offer CNH futures from February 25; becomes second provider after HKEx launched CNH futures contract last September
Attempts by the Philippine central bank to curb increases in the value of the local currency won't work, according to market observers
The renminbi appreciation society
Steeled for the fight
The CFTC’s no-action relief letter issued late last year and SGX’s upcoming iron ore futures contract have ended uncertainty and brought back hesitant market participants
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.