Dodd-Frank and Mifid II won't stop market disorder but will penalise hedgers
Ring-fenced research pots required to cut out inducements
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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Regulators are hoping higher capital levels will translate into healthier markets
HSBC affair highlights a problem with modelling op risk capital
Projections represent the only way forward
Surprise AIFMD provisions do not require strict AIF segregation
EU law threatens to engulf commodities industry in financial rules
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.