US CCPs may need committed funding to count US Treasury collateral as liquid
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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A report from the International Organization of Securities Commissions on the systemic risk posed by hedge funds lacks substance, industry participants claim
Despite coming into force in December 2011, Remit insider trading rules continue to raise questions among energy traders
APX says creation of UK virtual hub could delay NWE power market coupling, but claim is strongly denied by Nord Pool Spot
Canadian regulator wants its banks to compete on same terms as US rivals
Banks relieved as revised trading book proposals drop plans for capital to be based on regulator-set correlations
Senior spot traders at JP Morgan, Citi and Standard Chartered have all been placed on leave, while Barclays, Deutsche Bank and UBS confirm they are conducting internal reviews in connection with all...
Recent calls for kill switches may be misguided
There is a magic number in bank capital rules – 5,000 trades – below which portfolios qualify for a lower margin period of risk. Some dealers are now trying to cut their books down to size. Othe...
Global regulations need a worldwide regulatory body to monitor to them
Extensive safeguards and supervisory controls to be built in to Solvency II long-term guarantees package, says Commission’s insurance head
Commodities are being increasingly driven by market fundamentals, say analysts, forcing investors to search harder for returns
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.