Contract hit by lack of interest and fears over pricing methodology
Bart Chilton, DLA Piper adviser, slates regulators for their role in crisis
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 Top story articles
Finances still need to be fixed across the EU, tests find
Previously suggested process for UTIs now "should" be followed
2015 stress test plans released with milder 'adverse' scenario
Buyers must avoid being hooked by unforeseen capital charges
Name give-up a way of shutting market to non-dealers, critics claim
Dealers are predicting up to a 50% spike in business next year
Giant daily dealing bond funds and ETFs could cause the next crisis, GLG’s top fixed income manager says
Massad’s CFTC appears to be moving away from mistakes of Gensler era
Automated risk systems vital, says Tower Research Capital CRO
Repeated conduct failures lead to increase in average penalty amount
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.