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/Risk Management articles
Managing operational risk
SG CIB’s €1.1bn financing for gas field in northern Russia
Lloyds’s $1.5bn secured borrowing base facility for Essar Energy
Credit Suisse’s $50m Urals Med swap with JKX Oil & Gas
Carlyle’s $125m senior debt funding for Plainfield project
BarCap’s $850m VPP deal with Chesapeake
BAML facilitates Dutch Gate LNG terminal commissioning
Old dogs, new tricks
The hedge of reason
Towards two-way CSAs
Beyond Basel 2.5
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.