Regulator warns reaching common standard will be difficult
Clearing house and commodity traders voice concerns about European firms going to US due to Emir CCP standards
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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Three quarters of survey respondents believe regulators should copy the European Union’s CVA exemptions for trades with corporates, pension funds and sovereigns
Tax adviser to the French finance minister tells Risk the country's authorities will act on "tax evasion through synthetic instruments" if necessary, as cash equity volumes fall
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.