The Securities and Futures Commission and Hong Kong Monetary Authority released a joint consultation on their plans to overhaul OTC derivatives regulation in October. But how will the rules fit with...
Long way still to go
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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Wedded to the FTSE 100
Too much information
Form PF and the debate on buy-side risk
Joining the dots
How low can you go?
Regulators step up data demands
Breathing new life
A wider remit
Not yet in the clear
Participants at Energy Risk’s Asia conference in Singapore criticised the long arm of US regulation, even as others said firms were showing willingness to voluntarily adopt clearing and pre-trade ...
A recipe for disaster?
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.