Total return would have beaten cash holdings or index trackers
US bank parts company with 15-year veteran who moves to the buy side
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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New fee structure amounts to a fourfold increase in some cases
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Adapting to new rules and capital requirements is achievable, says Agran
Biggest one-month margin jump of 2014 triggers speculation among rivals
Trading errors, collateral and the potential for China's derivative market were 2014's top stories
US bank accused of manipulating client valuation reports to mask profits
Response to criticism of deference to big banks
Move follows series of structured products hires at Canadian banks
Bank of America and Citi likely to be in the second wave of banks
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.