Global systemically important financial institutions (g-sifi)
CRO of Prudential Financial puts case for longer-term view on capital
After big banks sign up, unwritten rules mean a follow-up may be required
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Global systemically important financial institutions (g-sifi) articles
But concerns remain about effects on resolution and capital requirements
“No evidence mutual funds contribute to systemic risk,” says Vanguard’s head of risk
Insurers question whether one standard will eventually replace another
Competition with bond markets raises danger of crash
Trafigura, Vitol and other trading houses unlikely to be captured by proposed criteria for global systemically important financial institutions
Defining whether a financial institution is systemically important (or not) is challenging due to: the inevitability of combining complex importance criteria such as institutions' size, connectedness and...
The rapid growth of commodity trading houses has led critics to question whether these firms have become a source of systemic risk. But trading houses strongly reject such arguments, and suggest the...
A suitable ploy?
Banks might find a lack of investment from the insurance sector under current regulatory proposals
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.