Risk Awards 2015: UK clearer could unlock leverage ratio
Compression is the ultimate retort to those who equate notionals with exposure
Banks believe they can cut the notional value of their swaps books in half by the end of next year
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 SwapClear articles
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
New chief exec prepares for "intense" European clearing fight
CCP is not collecting enough collateral, member firms say. New model is being reviewed by FSA
The intra-day funding burden
Not clear yet
Clearing houses are the bit-part actors that find themselves thrust into a leading role – a result of the Group of 20 (G-20) nations pledge to overhaul over-the-counter derivatives markets and untangle...
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.