Amid a review of a 2003 determination by the Federal Reserve, the involvement of US banks in physical commodities has come under fire from regulators, politicians and the media. Could they really be...
Physical trading by banks said to inflate commodity prices, increase systemic risk and threaten shortage of beer cans
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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Returns for hedging via long-term cross-currency swaps are attractive, but few are able to do so because of the lack of credit support annexes in place
Goldman and the OIS gold rush
Inverted yield curve provides rich pickings for investors
Firms are among seven banks that will be subject to section 716 of the Dodd-Frank Act unless Federal Reserve gives relief
Defining reputational risk still a challenge for risk managers, panel says
The rally in equity markets is shifting demand to principal-at-risk structured products, say US banks
Bank partners with online platform to bring its structured products directly into the hands of independent advisers
Firms seek short-term opportunities before directive implemented
Lloyds Bank one of a number sourcing assets from smaller institutions to meet demand from insurers
With the price of over-the-counter swaps predicted to increase as new derivatives rules take effect, futures are being touted as an efficient alternative hedging tool, but are they a perfect fit? Bl...
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.