Extension of cross-border scheme beyond Shanghai FTZ welcomed by corporate treasurers
Quants argue banks are inflating FVA; Crédit Agricole among those weighing new approach
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 Treasury articles
Spelling mistakes and mathematical errors in bailout reports
BoE says 'some logic' in members sharing CCP investment returns and risk
HMT bill could destroy UK structured deposits market
Thomson Reuters completes the sale of its trade and risk management business to Vista Equity Partners, and the new company – called Turaz – already has its eye on acquisitions, says chief execut...
Industry experts say Fatca draft regulations are likely to include reciprocity elements
Banks' anti-money-laundering processes will come under scrutiny in the face of tougher sanctions in the Middle East
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.