No progress on SLR changes, but ‘good chance’ of uncleared margin deadline extension
Ill-considered futures trade claims first victim of tighter post-Qingdao financing climate
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 Futures articles
Potential US rate rise puts rupee depreciation back on the table
Applying kriging to extract smooth curves from energy futures prices
Biggest one-month margin jump of 2014 triggers speculation among rivals
DCE exploring two schemes to allow foreign firms to access its market
Move seen as first step to bring banks and insurers on to the market
Repositories will change stance next year following intervention by Esma
International players have concerns over first RMB oil contract
Exchange would have a monopoly on packages that pair swaps with US Treasury futures
Energy contracts dip as firms avoid European regulatory burdens
Almost 60% of asset managers expect interest rate swap volumes to fall
First the LME, now the firm is looking at the US
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.