Wujiang Lou shows the impact of funding costs on option valuation
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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Huge losses will affect risk modelling and capital calculation
Complex investigations and delays in trials over index rigging
Moving reference rate from Fed funds to GC repo rate to pose few problems
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Central bank will coordinate switch to new risk-free benchmark
Paul Robson to face sentencing for Libor manipulation in 2017
Rigging liquidity scheme payments adds insult to injury
Banking group took state aid, then lied over terms of its repayment
Large US fixed-income funds moot rate-rigging legal action
Big banks 'too big to bar', says commissioner Kara Stein
Dodd-Frank Act to boost CFTC war on market abuse, says Meister
Brokers perform a key role in many financial markets. They introduce buyers to sellers, perform a useful role in price-discovery and provide a source of market information and commentary to market participants...
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.