The credit downturn has coupled with unprecedented fear over counterparty risk to stymie opportunities for credit derivatives product companies. Some market participants are investigating restructur...
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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Credit default swap 5-year mid-levels for structured products issuers (July 23-July 24)
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Standard & Poor's is expanding its custom index business beyond equities, currencies and real estate as client demand increases for non-correlated asset classes. The index provider will now be able ...
Credit default swap 5-year mid-levels for structured products issuers (July 3)
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.