Not yet in the clear
Participants at Energy Risk’s Asia conference in Singapore criticised the long arm of US regulation, even as others said firms were showing willingness to voluntarily adopt clearing and pre-trade ...
Regulatory risk on the agenda
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Regulation articles
It's hard to believe that 10 years have passed since the collapse of energy trading giant Enron. We felt the occasion couldn't go by with out a mention, so we've devoted this month's special report to...
Structurers will need to reveal soft fees and provide more disclosure on conflicts of interest, says Central Bank of Ireland
Structured product executives say Adair Turner is missing the point by focusing on product form rather than function in his recent Mansion House speech
Recent events at UBS have prompted one industry expert to call for a specific rogue-trading regulation
There is discord in the industry over whether CCPs will be able to deal with the risks of clearing OTC derivatives as mandated by new regulation
Industry experts warn new Mifid and Mifir proposals might push business overseas
Data industry executives say national regulators must now champion the legal entity identifier project if risk management goals are to be met
Non-US banks will have an advantage over US counterparts when it comes to prop trading, according to one legal expert
Statement is beginning of "a series of recommendations" from BlackRock on ETF market, says iShares head of sales
Industry experts warn uniform modelling under Solvency II could lead to risk contagion
More obligations for energy firms under MAD revisions
As banks prepare for year-end introduction of new trading book rules, poll respondents single out the framework's modular approach for criticism
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.