International Swaps and Derivatives Association (Isda)
Directional portfolios and limited diversification will hamper recovery process
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 International Swaps and Derivatives Association (Isda) articles
Stays will extend to buy-side, repo, and securities lending, says BoE’s Gracie
Banks will save hundreds of millions of dollars in risk-weighted assets
Key differences between European and US rules could hit Asia
Collateral posters should pay when rates are negative, US banks believe
Traders fear swap market will be split by 0% floor disputes
Working group still grappling with capital, timing, bankruptcy issues
After big banks sign up, unwritten rules mean a follow-up may be required
Data shows users are not flocking to the product to avoid Sefs
But concerns remain about effects on resolution and capital requirements
Chief economist moves to oil giant
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.