Ring-fenced research pots required to cut out inducements
But reported problems include disclosure of state secrets stopping US trading
ABSTRACT In energy markets, the use of quanto options has increased significantly in recent years. The payoff from such options are typically written on an underlying energy index and a measure of temperature....
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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The rapid slide of the Australian dollar has refocused attention on currency risk by local firms
Exchange plans to attract foreign money into India through enhanced technology
Potential US rate rise puts rupee depreciation back on the table
Kolm and Ritter present a multiperiod, multi-asset selection model with transacion costs, kept computationally tractrable
End-user relief has good shot at surviving Obama veto, observers say
Attempts to reboot a stalling Kospi will fall short according to market players
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Trading houses and hedge funds said to be taking bigger positions
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.