CCPs wary of risks as they vie to launch buy-side repo services
Almost 60% of asset managers expect interest rate swap volumes to fall
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 Buy-side articles
Some Sefs are not offering equal terms to all market participants, CFTC chairman tells industry conference
A third of the figure was cleared in the last month alone - and volumes are expected to increase rapidly as clearing deadlines approach
Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference
Removing voice as an option would leave clients facing execution risk, says Isda chair Stephen O'Connor - but some buy-side firms see it differently
Panellists at Risk Europe, held in early April in Brussels, claim banks are demanding much higher levels of collateral from hedge funds today, reducing a source of systemic risk
A selection of videos from the Risk Europe 2011 conference on April 5 & 6 in Brussels, Belgium
Swimming with the black swans
The raft of new regulations on OTC derivatives will be problematic for buy-side firms, says new report
Credit Technology Innovation Awards 2010: The winners
State Street promotes Anderson to CIO of fixed income
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.