Possible listed forex futures and options manipulation brought to NY court
Pricing difficulties since SNB currency floor removal cause friction
Six-month product on volatile stock comes with an American-style barrier
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 Barclays articles
Senior auditor calls for mix of metrics and judgement
Barclays is first client for service that promises 20% savings for FCMs
Lloyds, Barclays, RBS and HSBC still topping up provisions
UK bank's head of quantitative analytics leaves after 10 years
Risk Awards 2015: Barclays quants put FVA on solid ground
Despite some high-profile failures banks and index providers are bullish
Potential for early kick-out on Russell 2000 and iShares Emerging Markets ETF
Bank admits to system and control failings over £17bn in client assets
Job changes in the derivatives, regulation and risk industry throughout Asia
US investors can choose from protected or leveraged versions
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.