Global systemically important financial institutions (g-sifi)
Regulators go back to drawing board following deluge of criticism
After big banks sign up, unwritten rules mean a follow-up may be required
But concerns remain about effects on resolution and capital requirements
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Global systemically important financial institutions (g-sifi) articles
“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
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.