Prudential rules sought to bring about new market structure, says ex-BoE deputy governor
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
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 US Treasury articles
Roughly two-thirds believe trade talks would help fix swaps problems
Taiwan insurers shun structured products amid low volatility and rates
A poll of Risk readers finds that 56% agree the CFTC should require CCP holdings of US Treasuries to be backed by committed liquidity facilities
US CCPs may need committed funding to count US Treasury collateral as liquid
CME Group has no plans to alter haircuts on US Treasury bills, despite some concern that politicians will fail to avert a US default on October 17
US makes slow progress in signing up Asian states for Fatca IGAs
Speaking at FX Week USA conference, Daleep Singh acknowledges the improvement in economic conditions in the US but calls for a more balanced global recovery
What does the future hold?
Japan questions the current framework for clearing foreign exchange derivatives
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.