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
More Dodd-Frank Act articles
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
US regulator is working on registration procedures, as well as market abuse codes, says CFTC CIO Rogers
Frederic Hervouet, head of commodity derivatives for the Asia-Pacific at BNP Paribas, talks to Lianna Brinded about hedging strategies for energy and commodities
Chris Schlegel, risk manager at the US’s largest utility, Southern Company, speaks to Lianna Brinded about risk management concerns following impending regulatory changes
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.