Custody risk
Custody RiskWith new regulations on central clearing, margining and collateral segregation coming into effect, the role of the custodian is arguably more important than ever. Custody Risk includes news, analysis and research on the latest industry developments. Click here to read the latest issue. Click here to see the digital edition |
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Clearing houses need flexibility to determine correct course of action, says head of risk at Eurex Clearing
Equivalence and substituted compliance issues must be resolved quickly, or financial markets will be affected, says Kono at Japanese FSA
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Custody risk articles
CFTC misusing Dodd-Frank to expand its role, says CME's Duffy
CME chief accuses regulator of overreaching, as line-up of industry figures attacks Dodd-Frank rules
Emir futures margin rules create 'regulatory arbitrage'
Clearing house and commodity traders voice concerns about European firms going to US due to Emir CCP standards
Custody Risk Americas Awards 2013: Securities Lender of the Year
Judges agreed this year that there was one clear winner in the Securities Lender of the Year category – eSecLending
Custody Risk Americas Awards 2013: Collateral Services Provider of the...
In June 2012, BNY Mellon launched Global Collateral Services with a focus on being clients’ first call for all their collateral needs, building on an established global infrastructure with $2.1 trillion in global collateral managed daily (including...
Custody Risk Americas Awards 2013: Custodian of the Year – Canada
CIBC Mellon’s joint venture structure is a feature that differentiates the firm – its parents each represent major financial players, Canadian Imperial Bank of Commerce (CIBC) and The Bank of New York Mellon Corporation (BNY Mellon). CIBC and BNY...
Piecing it all together
The aspiration to globally aggregate OTC derivatives data to determine systemic risk remains a distant dream
US-European divergence over default funds
New regulatory standards require central counterparties (CCPs) to have robust processes in place to mitigate counterparty credit risk exposures. Risk management models must optimally determine the relative mix of initial margin and default fund contributions...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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