Diverse products and risk profiles make standardised stress testing difficult
Verdict due on March 4 in first of three UK complaints about eurozone clearing
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 LCH.Clearnet articles
CCPs wary of risks as they vie to launch buy-side repo services
Compression is the ultimate retort to those who equate notionals with exposure
Banks believe they can cut the notional value of their swaps books in half by the end of next year
No clear Australia strategy for CME while Eurex is kept waiting for a licence
CME's Taylor claims approval for US regime is being unfairly delayed
Operational losses to be borne solely by CCPs, says CPMI-Iosco
LCH aiming to expand scope of its SwapClear service across region
Gérardin replaces Papiasse, who stays, but focuses on "remediation plan"
Regulators focus on default management as CCPs target launch in early 2015
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.