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
MEP Kay Swinburne warns that CRD IV is becoming too diluted by national exemptions
Asset managers in Asia are being hindered in preparing for OTC clearing by a lack of clarity over location
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust i...
Basel Committee estimates liquid asset shortfall could be cut by 14% if a menu of potential changes is adopted
Less modelling freedom makes sense, says loan data expert – and the alternatives would be far worse
Central Bank of Ireland adviser says reforms will cause an "Ice Age" in the derivatives market
Hong Kong doesn't give local banks any latitude over the data inputs to their risk models, says one risk manager from the Special Administrative Region
Insurers providing liquidity swaps to banks is a growing trend in Asia
Panellists at Asia Risk Congress say collateral management rules will reduce activity in areas such as structured products
It is impossible for investors to understand modelling differences between banks, FSB report warns
There is a new regulatory focus on the quality of risk and regulatory reporting – but not just on the finished result. Executives now must be able to attest to the figures and demonstrate that rep...
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.