Banks say leverage exposure "could be halved" after PRA acts to safeguard business
A group of PhDs churned through 18,000 structured products issued by 13 leading banks, including Barclays, Goldman Sachs and UBS, to find out what investors in the products earned. In November, they...
Financial advisers in the UK received a score of 73 out of 100 in a Vanguard survey designed to measure the value financial advisers deliver to their clients
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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BoE governor insists clearing houses must have enough liquidity to cope with default of two big member firms
Ceiling on BBB-rated bonds and forced sale on downgrade removed from final Omnibus II compromise text
A finer grain
Banks hope for leverage exposure relief after interest rate swap clearer fixes clash with CFTC rules
The road ahead: annual outlook for 2014
Asset managers call on regulators to amend Ucits rules
‘Bugs’ found in NWE day-ahead coupling tests cause exchanges and grid operators to err on the side of caution
Dual-reporting could confuse investors and undermine confidence in the LTG package, say experts
As Ice prepares to shift Brent expiry calendar on December 6, Isda releases protocol to enable orderly transition of OTC market
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number b...
CFTC makes clear swaps between non-US swap dealers and non-US clients will be caught by Dodd-Frank if they are arranged, negotiated or executed by US personnel
Sefs "have to come into compliance" with Dodd-Frank rules requiring platforms to provide impartial access, says CFTC chairman
Esma responds to EC's 'intended rejection' of one-year postponement
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.