Regulator reasserts governance and control requirements ahead of Solvency II
Falling over-the-counter energy volumes in Europe and the US push liquidity to top of risk management agenda
The chief economist of Sweden’s debt office fears new rules on available-for-sale securities will make government bonds less liquid
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Illiquidity risk articles
This paper examines the effects of introducing an auto-collateralization scheme in a simulated securities settlement system. Using artificially generated data, it shows that auto-collateralization can...
A reliance on liquid demand deposits may pose problems for Indonesian banks with no other obvious sources of funding
A current focus on operational risk by senior management should be grasped by op risk teams to make key improvements
An Arch economist
European banks need to reduce mismatches between their risk appetite and the risk appetite of investors, says Deutsche Bank chief credit officer
Requirement for banks to post initial margin when trading with each other will result in huge amounts of liquid assets being locked down, according to analysis by one US prudential regulator
Lyxor and Deutsche Bank invite other European ETF providers to join a conference call next week to discuss the setting up of a new industry body
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.