Almost 60% of asset managers expect interest rate swap volumes to fall
First the LME, now the firm is looking at the US
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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Taiex futures set to be followed by other products
Skirting the tax
As the first pure-play dividend futures hedge fund, Melanion Capital believes it has an advantage in giving investors a solid return on investment by using this new asset class to generate pure alph...
Product launch "incomprehensible" in saturated currency futures market
Single stocks the future?
Indian regulators try an under-the-radar approach to launching a domestic interest rate futures market
Industry had been banking on one-year postponement - Esma now looking for solution to reporting impasse, according to senior EC official
Research from Newedge suggests growth in assets will have muted impact on CTA performance
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.