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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Despite news of an impending auction of more than $1 billion of warrants on JP Morgan by the US Treasury, it remains unclear how any such auction would work.
Ten US banks collectively require an additional $74.6 billion in additional capital to insulate against possible losses over the next two years, the results of US government stress tests show.
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.