Stock exchange group has “excess cash”, says group CEO
Caps and limits likely for private exchanges
SFC proposals to keep retail investors on the lit market come under fire
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.
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Decline in broker-dealer dark pool volumes after Asic introduces requirements for price improvement
Asic less concerned with high-frequency trading but is clamping down on dark pool operators
Liquidnet founder, Seth Merrin, believes Asian exchanges should think ‘bigger picture’ by focusing on reclaiming liquidity from institutional order flows by linking up with dark pools
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.