Clinging to collateral
Clearer's plans to create a special membership category for central banks and other sovereigns could undermine CCPs' risk-mutualisation model, rivals claim
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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Senator's letter fails to assuage end-user concerns over non-cleared swaps
New Financial Industry Regulatory Authority (Finra) rules come into effect today, putting increased margin maintenance requirements in place for investors who hold leveraged exchange-traded funds (ETFs)....
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.