Royal Bank of Scotland (RBS)
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.
More Royal Bank of Scotland (RBS) articles
Latest in series of fixed income moves at Nomura as Cottle joins to head up European fixed income; new Barclays chief executive is retail banker; UBS creates CRO job for Asia-Pacific investment bank...
TriOptima’s new risk mitigation system, triBalance, is a big hit among dealers – but it faces a regulatory death sentence
Departure of Janice Yu from the French bank is latest example of consolidation in the Asian derivatives sector
Eurostoxx 50 Supertracker offers UK structured product investors geared exposure to European equities
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
UBS bolsters equity derivatives team
Bonds beef up in southern Europe
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.