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 Clearing articles
A consultation on OTC clearing is expected in the coming months, but a key question will not be answered
A hammer to crack a nut, or a chance for everybody to win? Buy-side panellists disagree on the merits of central clearing
Regulators are looking at how financial markets could be proofed against the collapse of a CCP – but there are more questions than answers at the moment, says the EC’s Patrick Pearson
Dealers are concerned that intra-day margin call guidelines, which they claim could drain up to $500 billion from financial markets, could make it into final CPSS/Iosco principles
Towards two-way CSAs
Lsoc is 'not fit for futures'
Esma could take key risk management decisions out of the hands of CCPs, according to new discussion paper on the technical standards required by European clearing rules
The New York Fed's concerns about intra-day credit should be tackled by JP Morgan, BNY Mellon and DTCC, an industry taskforce concludes
Eurex Clearing plans to be the first OTC clearer to offer full segregation of collateral when it launches in March - demand has risen since MF Global collapse
Broking's Big Bang
A credible competitor
Icap’s forex spot and NDF electronic platform, EBS, is looking to diversify into outright forwards and other services this year
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.