Sponsored feature: Deutsche Börse
Exchanges keep tight grip on data as new EU reporting regime kicks in
Figures from the US Financial Crime Enforcement show a near-record level of suspicious transactions, especially around money laundering
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Growing LEI issuance has improved reporting, but what comes next?
Management depends on clear information to harness full value, say specialists
New boss at consultant, John Claisse, to focus on liquid alts research
Data has been a problem for the past two decades for firms in the region
Agency open to dissent in areas such as trade reporting, position limits and rule 1.35
Peer review flags problems in national regulation of systemically important banks
Implementation points to LEI benefits and best practices
Banks need to embrace radical change to satisfy Basel principles
ABSTRACT Expanding the realized variance concept through realized skewness and kurtosis is a straightforward process. We calculate one-day forecasts for these moments with a simple exponentially weighted...
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.