With 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.
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Simpler structures will have existing CFTC safe harbour removed first, Sefs expect
Accord has not solved swaps liquidity fragmentation
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 Custody risk articles
CFTC chairman nominee vows to follow APA
Risk-weights set to jump after June 15
Korea trading snafu casts doubt on KRX's default fund structure
KRX is rethinking its own rules in the event of a member default
Numbers compiled by Isda show huge drop - other sources claim smaller fall. Dealers say people "are tiptoeing their way in".
Market participants detect new mood on cross-border issues: "The two clearing regimes aren't really compatible, but neither side wants to start a shooting war"
Several Asian exchanges looking to set up similar deals to leaked ASX/CME proposal
Two companies say they have not been able to report to the DTCC's repository, and stopped trading swaps as a result
Review of overlooked sector follows £22.9 million penalty for overcharging customers
"We need a solution," says Esma spokesman
Emails to customers cite backlogs in rates and exchange-traded derivatives - users say repository has been "victim of its own success"
Second-quarter start date slated by the Japan-based clearing house
Finnish issuer expects to hand out 10,000 identifiers, but had only reached 1,166 last week - and the story is similar elsewhere
Regulators have agreed a solution in row over client asset segregation, according to five industry sources
Regulators have left industry to come up with Emir trade identifiers - a huge mistake, according to one corporate treasurer
SGX still the only Asian exchange with US regulatory approval
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.