Demand is strong but supply is constrained due to stuctural issues
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
US regime differs on currency, threshold, eligible collateral and non-financials
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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CCPs have ways to boost financial strength – none straightforward
Traders fear swap market will be split by 0% floor disputes
Regulators and accountants don't agree on CVA but banks say smart hedges exist
Working group still grappling with capital, timing, bankruptcy issues
Range accrual and Tarf variants too complex for UK SMEs, critics say
Lack of disclosure in stake-building process raises questions
Powell says Fed will "make sure" move happens in coordinated fashion
Wider benefits of Dodd-Frank and Emir reporting yet to be realised
Australia reporting rules differ from those in Hong Kong, Singapore
Some try to stay below $8 billion threshold while others see it as an opportunity
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.