A new framework for derivatives pricing with valuation adjustments
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.
More Funding articles
Interest rate derivatives house of the year: Goldman Sachs
Cheaper swaps prices have convinced two more DMOs to sign collateral agreements
It’s no surprise to find that Société Générale Corporate & Investment Banking (SG CIB) was involved in a large, long-dated equity repo transaction with a US bank last year. What is more surprising...
Liquidity hedge plan was shelved after Risk article generated criticism. Now it's back, but as an exchange-traded fund
The intra-day funding burden
No going back from FVA, says Imperial College professor – and other speakers at the conference agreed
The FVA debate continues
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.