Global systemically important financial institutions (G-sifi)
Systemically important status seen as business threat by asset managers
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 Global systemically important financial institutions (G-sifi) articles
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
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?
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.