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"
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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Regulators focus on default management as CCPs target launch in early 2015
Draft rules "could be reworded" concedes National Treasury
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BoE says 'some logic' in members sharing CCP investment returns and risk
Sponsored forum: Clearing & segregation
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
Structured Products Technology Rankings 2014
Australian market increasingly important as AUD IRS volumes overtake yen
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.