If banks can't standardise funding charges, accountants or regulators should step in
Higher discount rate can cut payouts to in-the-money clients by millions
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 Collateral articles
Collateral use to become latest stage in RMB internationalisation process
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
Industry achievements over past year rewarded
Enough collateral in the system for now – but this will change
Real money firms have enough collateral to stick with swaps, buy-side exec argues
US move from T+3 to T+2 next in sights, says DTCC
Sponsored feature: Northern Trust
Bank withdrawals from commodity trading fail to dent enthusiasm
Huge buffer set tongues wagging, but has shrunk dramatically in past three months
Regulatory changes are increasing the importance of collateral agreements and credit issues in over-the-counter derivatives transactions. This paper considers the nature of derivatives collateral agreements...
Growth in assets under custody gains momentum in past year
New proposal exempts non-financial end-users from margin requirement
Volume 2, Issue 4 (2014)
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.