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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Parliament is unhappy with the treatment of corporate end-users, and could require Esma to redraft standards
Austrian Airlines risk manager argues fuel hedging delays firms' adaptation to higher costs and should be avoided
The European Parliament is poised to defend a CVA exemption for trades with corporate and sovereign entities, as negotiations enter the final stages
Indian firms move away from using forwards in a bid to grab upside benefits of future rupee appreciation
European Investment Bank set to launch project bond pilot scheme in September
Corporate treasurers call for a broad clearing exemption within European rules – and say they might stop using derivatives without it
The standard bearer
Corporate hedgers claim a victory, but details on clearing eligibility and thresholds to be tackled by new authority.
Central counterparties are wrongly perceived as being more expensive than OTC transactions, says a leading economist.
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.