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 2013/2014
Regulators "going in two different directions" says Republican senator – and may face fresh calls to be merged
Esma acknowledges industry concerns over delegated reporting provisions and confirms it is considering a one-year delay
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Custody risk articles
Global regulatory agenda drives switch from market-based incentives to clearing
Singapore dollar trade potentially hit by US person rule
The EU regulator has approved a slew of memorandums of understanding with seven more global regulators, paving the way for continued marketing of hedge funds inside and outside Europe
Treatment of Singapore-based branches of US firms unclear
Consultation on the reporting of derivative contracts includes a reporting threshold for non-financial persons and collateral reporting requirements
Lawyers warn allowing strictest regulation to prevail will create heavy-handed regime
Australian trade reporting rules to be in force by October
Market participants still unclear on the implications of the requirement for multibank platforms trading non-cleared swaps to register as swap execution facilities
Masking of counterparty name extended to June 30, 2014
International frameworks for CCPs should be the primary source of jurisdictional equivalence assessments, according to Iosco's Alder.
Dealers say rules for default fund exposures are an improvement, but risk weights are not tied to "real default probabilities"
Some banks believe capital is - or will be - needed to support guarantees to clients
Key CFTC ruling on scope of Dodd-Frank will arrive "very, very close" to July 12 expiry of current exemptive relief, Wetjen warns - and may not be finalised before that date
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.