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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Only two FCMs are currently offering margin offsets between interest rate swaps and futures at CME
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
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
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
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.