Dodd Frank Act
There is a temptation with anniversaries to look back – and plenty has happened since Risk celebrated its 20th year with a bumper July 2007 issue. A crisis that began with defaulting low-income homeowners...
Fugitives and fast-movers
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Dodd Frank Act articles
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
The US energy industry scores a victory as the Commodity Futures Trading Commission finalises two key pieces of Dodd-Frank derivatives regulation, modifying its original proposals to ease the compli...
Chilton warns banks to either co-operate with regulators on the Volcker rule or get out of its way, as it is definitely happening
Editor's letter – getting the middle-office systems right
A committed committee?
Chairman Gensler is understood to have relented on ‘substituted compliance’ in order to pass the proposed guidance
CFTC orders Barclays to pay a $200 million penalty. Commissioner Bart Chilton says agency is "vigorously looking at individuals"
Resolving issues around the extraterritorial application of derivatives regulation is a major outstanding issue that needs to be addressed, says FSA’s acting director of markets
Foreign exchange swaps and forwards should be exempted from the Dodd-Frank ban on prop trading, or else liquidity in the spot market could suffer, industry participants say
JP Morgan’s recent $2 billion trading loss could toughen a trio of Dodd-Frank Act rules, potentially hurting energy markets, the International Energy Agency says
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.