China, India, Korea CCPs upgrade infrastructure to clear OTC derivatives
CFD activity on the increase but banks keep their distance
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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Activity limited and dominated by a handful of firms
Contributions to commodity trading and risk management honoured
Photos from Energy Risk's award dinners in Houston and London
How energy firms can define, assess, benchmark and manage risk culture
New areas for quant research are in abundance, but resources are not
Other commodities moves at Mercuria, EDF Trading, BTG Pactual & PVM
Use of exchange-traded funds by Asian insurers on the increase
Poor products and lack of adviser education among concerns raised
Discussion paper asks 139 questions on new transparency regime
Clearing members welcome Basel's fifth – and final – version of charge
Regulators and market participants think about priorities for 2025
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.