Morrison & Foerster
FSB proposals exclude structured notes from banks’ bail-in debt buffers
Last-minute AIFMD applications may be rushed through by regulator
Sponsored interview: Morrison & Foerster
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Morrison & Foerster articles
CoCo bonds continue to provoke concern, despite clear investor appetite
Chan stays in Deutsche's Asia shake-up
Volcker rule requirements for chief executive compliance responsibility called into question
Expert predictions of delayed start date proven correct
US regulators' 'heuristic' process for implementing the Volcker rule is called into question
After mass investor flight to the perceived safety of certificates of deposit, US regulator Finra plans to investigate quite how safe the investments are, especially those that include a derivative ...
Nasdaq is attempting to be a more competitive player in the exchange-traded products market by proposing new listing rules based on those of the New York Stock Exchange
Industry experts divided over Volcker deadline of July 2012
Joining the dots
Non-US banks will have an advantage over US counterparts when it comes to prop trading, according to one legal expert
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.