Sponsored video: Societe Generale
Cross-asset groups are increasingly in vogue, but patience is key
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 Cross-asset solutions articles
A Kirk’s and a Bachelier’s formula for three-asset spread options
Banks are developing combined index strategies that allow investors to access a broader range of trading styles to maximise alpha
Asia-Pacific insurance sector leans further towards structured products
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.