Start-ups struggling to establish multiple PB relationships
Risk Awards 2015: SG created a clever equity repo workaround, while Newedge acquisition adds heft
Prime brokers forced to comply and change models, says lawyer
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Surprise AIFMD provisions do not require strict AIF segregation
AIFMD consultation to be followed by final report in Q2 2015
Esma board conducting stress tests before making a decision
Market divided over whether long-only mangers can access China via the initiative
CCP cleared P2P market option in place of prime brokers
Financing cost for hedge fund marketing in Europe could reach "unviable levels"
Item scheduled for meeting on July 9, but may slip to September
Funds urged to build treasury savvy as prime brokers retrench
Bank's head of prime services say launch is "a couple of weeks away"
Regulators have agreed a solution in row over client asset segregation, according to five industry sources
Service provider rankings 2013 provide surprises
Picking a partner
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.