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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New directions in infrastructure
Clinging to collateral
Counting the costs
Fears for tiers
Lighting the way
With central banks’ discount windows pouring money out at rock-bottom rates but economies still slow to use up excess capacity, the outlook for inflation has never been murkier. Uncertainty has cr...
The bounce in the commodities sector following the financial crisis put a number of dealers on alert about money-making opportunities in Asia. Many leading dealers are amassing their resources in th...
The amendments of Basel III bank capital and liquidity proposals unveiled in July suggest banks have scored an important victory in their efforts to tone down some of the most onerous requirements b...
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.