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.
Click here to read the latest issue
Click here to view the Custody Risk Handbook 2014/2015
New equity options on two exchanges
Money manager looks to access all liquidity pools
Proposed regime could arrive this month, but scope will remain unclear
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Custody risk articles
Eurex and SGX can borrow from their central banks, while rivals have to rely on common-or-garden lenders
Simpler structures will have existing CFTC safe harbour removed first, Sefs expect
Accord has not solved swaps liquidity fragmentation
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
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.