$12.5 million fine for cross border activities with US clients
Firms looking to de-risk but the Tarf issue could re-emerge
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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Some buy-side firms avoid illiquid underlyings over manipulation risks
Reform process underway but global firms need convincing it will succeed
Trading houses and hedge funds said to be taking bigger positions
Malta increasingly preferred domicile in Europe
Pay packets up in 2014 as average hedge fund returns 3%
Bank says economics, not regulation, drove physical commodities sale
Chanos also takes shot at Sotheby's at Sohn conference
Historical composite data unreliable for extrapolating returns
The future of swap clearing depends on the finer details of the supplementary leverage ratio
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
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.