Equity default swap
Two different sets of master agreements cause stalemate between banks and securities firms
Investors turn to hybrid equity strategies as volatilities descend to three-year lows
Morgan Stanley VolNet index series dynamically goes long volatility
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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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.