Attendees at the Risk & Return Italia 2009 conference in Milan were treated to an explanation from the Italian regulator about how new recommendations should be interpreted. Speakers were keen to re...
The Dutch pension sector has long-held a focus on nominal liabilities but both schemes and regulators are investigating whether a move to assessing real liabilities would be a step forward.
At the start of December, Isda’s credit derivatives determinations committee concluded a bankruptcy event had occurred on French media firm Thomson, just a month after auctions were held to settle a...
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.
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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.