Rejigged algo behind doubling in volumes - Swiss bank aims to repeat trick in swaps
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 UBS articles
Chris Leone and Dushyant Chadha replace Paul Galietto
Finma said to be considering penalties
Investors’ capital at risk if underlying is below barrier level at maturity
A side-effect of tough bank capital rules could be the rise of dark pools for credit trading
UBS suffers VAR exception on huge P&L swings following scheme’s launch
Accounting change cuts futures clearing leverage exposure
Attempts to reboot a stalling Kospi will fall short according to market players
Lower deposit rates will force investors to take more risk
UBS promotes Shane Edwards to head of global equity derivatives
Two-year Facebook autocallable matures early
UBS wins equity derivatives award with the support of research and pricing
Analysts extrapolate from £1.8bn FCA fine
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.