Low volatility and industry consolidation reduce need to hedge
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 articles
No clear Australia strategy for CME while Eurex is kept waiting for a licence
Despite some high-profile failures banks and index providers are bullish
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
CCPs have ways to boost financial strength – none straightforward
Traders fear swap market will be split by 0% floor disputes
Move follows series of structured products hires at Canadian banks
Vitol’s Bake and Icap’s Newman discuss evolution of energy market
Other commodities moves at CME Group, Deutsche Bank & NextEra Energy
DTCC highlights cyber danger with white papers and joint venture
Regulators and accountants don't agree on CVA but banks say smart hedges exist
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.