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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Hundreds of corporates amend OTC documentation this week, ahead of September 15 portfolio reconciliation deadline – but market participants warn of "massive non-compliance"
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
Safety remains the key concern of custodians keeping nearly $110 trillion in assets in Custody Risk's 2013 Global Custody Survey
Final WGMR rules allow collateral on uncleared derivatives to be rehypothecated under strict conditions, but lawyers say they are unclear on how the rules will work in practice
Foreign banks operating in China's OTC markets face punitive capital charges
Quotes of the quarter
Thomas Book, chief executive of Eurex Clearing, says it remains to be seen whether the standards for central counterparties set in Europe will be matched around the globe
Mathias Papenfuss, chief operating officer of Luxembourg-based international central securities depository Clearstream and board member of its German central securities depository, tells Luke Clancy...
Proposed revisions appear to catch back-to-back trades that are used to get exposure into European CCPs
SGX head of clearing risk urges greater cooperation among region's regulators
Final rules on margin requirements for non-centrally cleared derivatives are expected within weeks, including a long-awaited exemption for forex swaps and forwards
Temporary rules for portfolio margining by clients are set to expire in December. Hedge funds say they will stay on the sidelines until they know what happens next
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.