United States (US)
The SEC may charge Standard & Poor's with breaking federal security laws in its rating of a 2007 CDO.
Facing up to Fatca
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 United States (US) articles
In an exclusive interview, the BBA discusses whether the ICB should have looked more closely at other separation models for its final report on financial stability in the UK
US pension regulation reform will increase focus on risk management
Follow the leader?
Triggering alarm bells
Pension funds in the US are becoming increasingly aware of the need for pension risk management and pension risk transfers, as new pension regulations are implemented
Markets turn against French banks in general - and SG in particular - on a day short on solid news and long on rumours
US deficit estimates rely on over-optimistic growth forecasts, says Pimco managing director
Debt ceiling deal will not restore investor confidence immediately; China still looking to diversify reserves away from dollar; credit rating agencies cautiously affirm top ratings
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Pension funds and investment firms highlight inflation, interest rate and currency risks of US default in open letters to President Obama
Building on its success in the US ETP business, Deutsche Bank has listed its first five ETFs under the db-X brand
Barclays has issued a second version of its iPath Long Enhanced S&P 500 Vix Mid-Term Futures ETN, which some observers say risks suffering the same fate as its predecessor unless market conditions c...
While CLO activity remains below pre-financial crisis levels, a demand for higher yields is driving US investor appetite
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.