Latest hire in a series of senior appointments to the firm's FX business
US bank receives the largest fine the SEC has ever imposed on a financial entity
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 Goldman Sachs articles
Reverse convertibles, the staple of the US structured product market, are once again in the ascendant, while the number of products in the latest issuance has also crept back up to more normal levels....
Goldman pays $550 million to settle charges of misleading customers on Abacus CDO
Issuance has shifted back to reverse convertibles, mainly issued by JP Morgan, which has been a growing presence in the market in recent offerings. Two of its products are based on the stocks of large...
Bloomberg risk specialist Attilo Meucci has joined Bob Litterman and two ex-Goldman Sachs colleagues at a new hedge fund.
SEC civil action could prompt deluge of shareholder actions
Bank's systems fail to comply with US regulations to control naked shorting
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.