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
Banks have launched a swathe of S&P 500 leveraged return notes on the back of new highs for the benchmark US equity index
Despite the recent poor performance of European equities, three US banks have registered leveraged return notes based on the Euro Stoxx 50 Index in a single week, some with unusually long maturities
A committed committee?
Reverse convertibles from UBS linked to Chesapeake Energy shares have the highest riskmap scores in the latest filings with the Securities and Exchange Commission
Ten leveraged return structures from four different issuers in the latest SEC filings show that a degree of risk appetite has returned to the market
Smaller op risk teams mean that the message gets across better, conference is told
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
An increasing appetite for electronic trading by domestic Indian firms is being stymied by issues over market structure and regulatory climate
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.