Departures from Bank of America Merrill Lynch, RBS and UBS come as retail structured products sales have failed to regain momentum following a collapse in volumes since the global financial crisis
High-severity events such as the $2.3 billion rogue trading loss at UBS have highlighted the low levels of operational risk regulatory capital firms are holding
ETF providers have dismissed claims losses allegedly caused by an ETF trader demonstrate the instruments are risky
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
"Are ETFs complex financial instruments", is the first question in a series of videos from Structured Products magazine that address the world of exchange-traded funds. As regulators and observers t...
The revelation of rogue trading at UBS follows a period of market volatility. That is nothing new, say risk managers
New CSA, new challenge
All four Bats Europe and UBS MTF central counterparties now allow interoperability
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
Reforms to $1.59 trillion tri-party repo market are set to miss industry deadlines, and could now spill into 2012
Banks such as Morgan Stanley and Credit Suisse have chosen EuroCCP to clear their trades under new system of interoperability
High interest rates, a strong currency, and rapid increases in volatility amid turmoil in European and US debt markets have resulted in another challenging year for the derivatives dealers and broke...
The Swiss bank has named the heads of its global equities structuring operations, increasing its collection of former Deutsche Bank executives in the process
Rainer Ruecker has joined UBS to lead the bank's new public distribution trading team.
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.