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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Republicans dismiss prop trading ban as overly complex, unworkable and unenforceable
WTI-Brent spread volatility disrupts hedging programmes
Energy-intensive companies are reluctant to pursue aggressive hedging programmes in the current market environment, where headlines are having a disproportionate effect on prices compared with the f...
Not yet in the clear
Kwame Okyere-Mensuo, technical adviser at Ghana’s Ministry of Finance and Economic Planning, talks about the country’s pioneering import hedging programme, as well as the hedging of output from ...
Crunch time for corporates
Stay of execution?
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.