Clients seeking to embed forex or interest rate optionality
During political uncertainty, CIMB offered hedging solutions
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 CIMB Group articles
On the move
On the move
Economic fundamentals, not credit ratings, should drive Basel III risk weightings, argues CIMB markets head
Banks issued debt before the end-of-2012 deadline for Basel II capital, lessening their refinancing requirements for this year
Speaking at the Asia Risk Congress, CIMB head of rates, funding and structuring Chu Kok Wei sets out his concerns over the move to central clearing in the region
Panellists at Asia Risk Congress say there needs to be clarity on close-out netting in certain countries before establishing CCPs
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.