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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Energy Risk Annual Awards
The integration of Europe's financial markets faces an acute danger from resurgent nationalist self-interest among its regulators, Barclays Capital's head of rates and private equity and regional he...
A panel of hedge fund risk officers disputed the need for increased transparency in the industry today during a debate held at Risk ’s Global Risk Summit in Monte Carlo.
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.