Isda AGM: Hedge fund plans to share non-cleared swaps around to reduce trading costs
Rule changes have forced firms – including DE Shaw – to stop trading some equities and credit default swaps
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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.