Diverse products and risk profiles make standardised stress testing difficult
No progress on SLR changes, but ‘good chance’ of uncleared margin deadline extension
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 CME Group articles
Exemptions for bona fide hedging are too limited, companies say
CCPs wary of risks as they vie to launch buy-side repo services
Biggest one-month margin jump of 2014 triggers speculation among rivals
Sponsored feature: CME Group
Purely domestic business of little interest to the US group
Dodd-Frank proposal relies on decades-old data, say energy firms
Banks believe they can cut the notional value of their swaps books in half by the end of next year
No clear Australia strategy for CME while Eurex is kept waiting for a licence
CME's Taylor claims approval for US regime is being unfairly delayed
CCPs have ways to boost financial strength – none straightforward
Other commodities moves at CME Group, Deutsche Bank & NextEra Energy
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.