New regulations mandating the central clearing of OTC derivatives bring operational risks for central counterparties and increased exposure to systemic risk. In the second of a two-part series, ORR ...
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
BIS weighs in on CCP central bank liquidity access debate
$601 trillion notional OTC figure reduced to $0.9 trillion gross value after netting, collateral
The LME is the latest exchange considering whether to build its own clearing business. If the trend continues, banks could face more fees and administration
Banks, market infrastructures and industry associations prepare to move forward with regulatory preparation, now that fx swaps and forwards are set to be exempt
Weaker clearing members could be overstretched by a crisis, dealers warn - but LCH.Clearnet and CME differ on the risk of wider access
Treacherous path ahead
Annual results confirm significant investment in developing clearing services for FX options
Moving OTC trades onto CCPs will increase op risks
The big bang
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.