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 OTC derivatives articles
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
European firm looks to capitalise on increasing demand for palm oil hedging
Barclays' $450m settlement gives lawyers smoking gun evidence of attempts to tamper with benchmark rates
The clock is ticking
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
Foreign exchange swaps and forwards should be exempted from the Dodd-Frank ban on prop trading, or else liquidity in the spot market could suffer, industry participants say
Tweaks to Mifid text would allow owners of OTFs to engage in matched principal trading
A club no-one wants to join
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.