US commercial banks reported $9.2 billion in derivatives trading losses during the fourth quarter of 2008, bringing total trading losses in 2008 to $836 million, according to a quarterly report by t...
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.
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The notional volume of derivatives held by US banks rose by $3.2 trillion to $91.1 trillion in the first quarter of the year, according to the US Office of the Comptroller of the Currency (OCC).
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.