Competing purely on price no longer enough
Arbitrageurs have exited trades, leaving basis structurally higher
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Capital-intensive rule for banks likely to hit clients with higher costs
Cap intro said to sit in PB out of evolutionary convenience, not business logic
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
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"
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.