Collateral posters should pay when rates are negative, US banks believe
Massad’s CFTC appears to be moving away from mistakes of Gensler era
US move from T+3 to T+2 next in sights, says DTCC
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Editor's letter articles
Decision-making failures are being tackled in three very different ways
Regulatory ruling confirms what was expected of private placement regime
Huge losses will affect risk modelling and capital calculation
Corporate bond and commodity derivative sectors are the prize
Lack of long track record may deter investors
Are those who assume structured products consolidation is bound to happen mistaken?
Rigging liquidity scheme payments adds insult to injury
Wall Street is cutting back, not quitting the market altogether
Watch highlights of this year's London conference
Financing cost for hedge fund marketing in Europe could reach "unviable levels"
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.