Contradictions in the US regulations slowing down exit from Basel II parallel run
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Dodd-Frank Act articles
Senior regulators reveal "concern" over segregation of margin and swap data repositories
Potential liquidity mirage in foreign exchange markets must be addressed, says Michael Cross
Several Asian nations could compel their banks to clear swaps in-country - others seek to join foreign CCPs on special terms
Volcker rule may contain loophole that allows banks to invest in hedge funds
CFTC continues derivatives reform rule-making, staff and commissioners concerned about timetable and resources
Experts link drop in natural gas trading activity and liquidity to fundamentals and regulatory uncertainty
Futures clearing model less secure for over-the-counter derivatives than bilateral trading, says BlackRock trading head
More transparency in OTC derivatives is crucial – but regulators need the right kind of data, say conference speakers.
Risk managers need to look closely at compensation, declares former US Treasury adviser
Push for global convergence in over-the-counter derivatives regulations means any US exemption is likely to be followed in other jurisdictions, says the EC’s Pearson
US interim reporting rule attracts timing concerns
Geopolitical developments feed into op risk
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.