Initial product suite will be RMB focused to suit need of mainland banks
Agency chief sidesteps question over whether Gensler rushed rules
Question is not why provision died, but how it was ever born
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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Isda AGM: Interaction between some rules “very, very convex”, says Deutsche exec
Isda AGM: no new products added to Sef mandate list in 13 months
Banks will have to account for CVA, but are not expected to price it into OTC deals
But reported problems include disclosure of state secrets stopping US trading
Different treatment of public and private banks stymied netting – but this could now change
ABSTRACT We present a unified framework to study the effect of the correlation between interest rate volatility and counterparty default probability on the credit risk of collateralized interest rate...
Mifid II proposals seen as bad for end-users and market liquidity
Securities house becomes first onshore firm licensed to trade with offshore dealers
India is courting global cash but barriers remain to foreign participation in market
2014 saw rising activity in Europe's exchange-traded and OTC gas markets
New requirements may lead to consolidation among small funds
Market anticipates an impending regulatory mandate for rupee rates clearing
Risk Awards 2015: German bank managed to marry efficiency with high margins
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.