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
Australian market will broadly be able to follow domestic rules to comply with Dodd-Frank
Atlanta-based derivatives exchange Ice's decision to scoop up SMX gives the firm on-the-ground presence for clearing and trading in Asia
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
News will "come as a surprise" to market participants - and also the UK's FCA, which has misinterpreted Esma rules on its website
A poll of Risk readers finds that 56% agree the CFTC should require CCP holdings of US Treasuries to be backed by committed liquidity facilities
Quotes of the quarter
Market is too concentrated to cope with a default, participants warn
Competitive pressures will impact CCPs but not with respect to margins
Moving to a globally recognised trade reporting standard will provide obstacles for domestic banks
With CFTC facing new Dodd-Frank lawsuit, former staffer defends agency's guidance – but pans staff letter that expanded its scope
Democrats and Republicans finding common ground on issues including swaps push-out, says senator
No guarantee of equivalence being granted to Asian clearing houses
Failure to define a "significant or direct" threat to the US economy has brought regulatory overreach
Banks say leverage exposure "could be halved" after PRA acts to safeguard business
At Nigeria's third Capital Market Committee retreat this week, the head of the country's central securities depository reports on progress liberalising the market - and dealing with unclaimed divide...
BoE governor insists clearing houses must have enough liquidity to cope with default of two big member firms
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.