State Street says managed accounts rise due to stripped-back, cut-price service
A popular approach in US and Europe, now Australian schemes are taking note
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 Pension funds articles
Low returns from traditional investments are driving Australia's pension industry to look more at alternative assets
Clearing test has to be met for CVA safe harbour to apply, lawyers say
Cardano and PGGM promise not to give banks speculative trades
Higher discount rate can cut payouts to in-the-money clients by millions
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
Asness, Cooperman and Robertson respond to pension giant’s hedge fund pullout
EC internal markets head says clearing system not ready for pension funds
Pension and sovereign wealth funds develop a taste for low-cost ETFs
Out-of-step central banks could give market pause for thought
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.