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
The big three providers in the US ETF market are consolidating their market share, while smaller firms are struggling
Banks have launched a swathe of S&P 500 leveraged return notes on the back of new highs for the benchmark US equity index
José Placido, chief executive of the newly renamed RBC Investor Services, reveals his company's growth plans in an interview with Custody Risk
US firms expected to push back on Fatca quid pro quo
Germany may back away from Fatca if the US is not able to honour an agreement to reciprocate, market participants say
Despite the recent poor performance of European equities, three US banks have registered leveraged return notes based on the Euro Stoxx 50 Index in a single week, some with unusually long maturities
Four months after the furore surrounding the Tvix exchange-traded note, Finra has responded by issuing an investor alert warning of the risks involved in the products
Chilton warns banks to either co-operate with regulators on the Volcker rule or get out of its way, as it is definitely happening
Ten leveraged return structures from four different issuers in the latest SEC filings show that a degree of risk appetite has returned to the market
BNP Paribas has debuted its first ETF in the US, utilising the dynamic roll strategy to offer investors efficient commodity exposure
The UK Financial Services Authority should have forced large, sophisticated banks to adopt the advanced measurement approach to operational risk, risk manager argues
Speakers at OpRisk Europe conference call for balance between harmonisation and national freedom
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.