Forex clearing will be restricted to non-deliverable forwards as US authorities discuss whether settlement risk can be properly managed for cleared forex options, according to speakers at the FX Wee...
UK-based hedge fund management companies could have problems accessing working capital if a provision in the ring-fencing chapter of the Independent Commission on Banking (Vickers report) stands
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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Asia-Pacific head of flow financing for prime services departs Credit Suisse with Dereke Seeto named as his replacement
Asia Risk awards 2010: Prime brokerage of the year
Cutting counterparty risk has a price tag that might prevent smaller funds from changing their ways, experts fear
Prime brokers have focused on bolstering asset security for clients after billions of dollars of client assets were caught up in the administration of Lehman Brothers International (Europe) (LBIE).
Rehypothecation of client assets was one of the “dominant drivers of contagion” during the financial crisis, amplifying the market turmoil in the wake of the Lehman Brothers collapse, the Senior Supervisors’...
The near-collapse of stricken US securities firm Bear Stearns has raised questions about the strength of prime brokerages and highlighted the importance of using more than one prime broker. The dealer...
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.