Real time and raw data in demand to assess geopolitical risk
Academics echo Bank of England complaints over incomplete data
Hedge funds alert to new risks of limited liability partnerships
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 Features/Hedge Funds articles
The institutionalisation of P2P lending is creating new risks, critics warn
Indexes may be less effective hedges in absence of arbitrageurs
Deer Park, Pyrrho, PSAM, TSAF and Venor tell their stories
Strict liability for governance exposes compliance risk
Concentrating on key relationships gives largest hedge fund edge
EU push for FTT promises more work for bank op risk and compliance teams
But “cutting out the middleman” leaves room for co-investing
Grasp of market psychology key to success, says Centaurus founder
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.