Core rates products may only be offered to “key clients”
Tougher leverage ratio in US prompts early review
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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Collateral transformation facilities being lined up but are not being used
Onshore mandates give Asian economies the edge in developing forex clearing
Industry concerns over unintended consequences of tougher regulation
Insurers left uncertain about treatment of derivatives and equity release
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SEC fines HFT firm $1m for using algorithms to sway Nasdaq closes
US move from T+3 to T+2 next in sights, says DTCC
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.