Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates c...
Demand for CPI-linked gilts predicted as fragmentation concerns are downplayed
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 JP Morgan articles
Asia-Pacific head of flow financing for prime services departs Credit Suisse with Dereke Seeto named as his replacement
Reforms to $1.59 trillion tri-party repo market are set to miss industry deadlines, and could now spill into 2012
Markets turn against French banks in general - and SG in particular - on a day short on solid news and long on rumours
High interest rates, a strong currency, and rapid increases in volatility amid turmoil in European and US debt markets have resulted in another challenging year for the derivatives dealers and broke...
JPMS rigged at least 93 municipal bond reinvestment transactions in 31 states, SEC says
Rising offshore renminbi interbank rates in Hong Kong have made its deliverable forwards market the cheapest forum compared with NDFs and onshore forwards for corporates to hedge, bankers say
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.