Vendors are using new technology to squeeze more out of their systems
Bank will remain a market leader despite Mercuria sale, say new co-heads
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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EU stress tests showed €34.5 billion notional legacy book
Are depo-lite standalone administrators independent enough?
Dodd-Frank proposal relies on decades-old data, say energy firms
Banks believe they can cut the notional value of their swaps books in half by the end of next year
Quarter of firms would suffer negative cashflows in prolonged low interest rate scenario
AIFMD consultation to be followed by final report in Q2 2015
EU law threatens to engulf commodities industry in financial rules
Market players express doubts over accuracy of quotation system
Fees lower but flow diversification raises firm valuations
Repositories will change stance next year following intervention by Esma
Two of the 30 firms contacted by Risk say they will fall into Emir’s crucial category two
Complexity makes precise effect of EU legislation difficult to predict
$12.5 million fine for cross border activities with US clients
Firms looking to de-risk but the Tarf issue could re-emerge
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.