Competition in dealer-client electronic euro swaps trading is heating up with the launch of two new 'request-for-quote' (RFQ) multi-dealer interest rates swaps platforms in quick succession.
Canadian information and technology provider Thomson Financial has released its 'Vestek Fundamental Risk Model', which is designed to identify the sources and size of portfolio risks.
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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Thomson Financial Europe has promoted its sales and trading head, Donal Smith, to the newly created position of chief operating officer as part of a reorganisation today that centralises sales, appl...
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.