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 Basel III articles
Respondents expect to make more money from derivatives this year, despite the ongoing eurozone crisis and regulatory change
Basel III rules may cause banks to reduce lending, worsening the economic slowdown, warn risk professionals in Asia-Pacific
New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
HK margin rules on uncleared swaps should include exemptions, say market participants
From the ridiculous to the sublime
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.