Regulation and tough markets put risk centre-stage, says CRO
Firms discuss ways to make better use of data glut
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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Most asset managers lack strong safeguards
Broker-dealers better prepared than investment advisers
Systemically important status seen as business threat by asset managers
Focus needs to be on reacting, not stopping every threat
Sponsored feature: BNP Paribas Securities Services
FSCP proposes simplified charges for UK asset management funds
Questions on compliance within third parties need to be more focused
Equity long/short strategies are the bread and butter for the asset manager
CQS leads way in pushing for higher standards for hedge fund industry
Portfolio construction and systematic trading with factor entropy pooling
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.