New fee structure amounts to a fourfold increase in some cases
Utility would run daily margin calls, using open source version of industry’s standard model
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 Initial margin articles
US politicians argue "unwarranted" capital burden will hike end-user costs
The next time a big dealer defaults, it will hit a host of swap clearing houses simultaneously
Biggest one-month margin jump of 2014 triggers speculation among rivals
Bill confirming margin exemption now needs President Obama's approval
Collateral transformation facilities being lined up but are not being used
Sponsored feature: Northern Trust
Lower threshold in US proposals would catch more medium-sized banks
Dramatic growth in required swaps collateral at Swiss FCM
Sponsored survey analysis: IBM
New regime will "make the world safe for banks, but not safe from banks"
European regulators confirm haircut will apply to both initial and variation margin
Future crisis could see non-cleared swap margin double, says Goldman exec
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.