Risk Awards 2015: UK bank married giant linker role with pension fund re-hedge
Risk Awards 2015: Utility found a new way to tackle bank break clauses
Risk Awards 2015: Bank arranged record margin loan in 30 days
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 Inflation swaps articles
As Thai investors look for more liquidity in longer-dated derivatives, structural barriers remain
Regulators focus on default management as CCPs target launch in early 2015
Yorkshire Water among the firms said to be considering inflation repacks
Inflation swaps market has become illiquid with most activity on physical inflation-linked bonds
Market is too concentrated to cope with a default, participants warn
Global head of market risk at RBS says he is "way outside" his risk appetite
As 2012 drew to a close, UBS became the second bank to settle a Libor interest rate-rigging investigation, for a sum of roughly $1.5 billion. Royal Bank of Scotland (RBS) is expected to follow shortly,...
Corporate issuers of inflation-linked bonds have had to deal with a double whammy in the post-crisis years. First, the death of monoline-wrapped issuance slashed demand for their debt. Then, when companies...
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
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.