One bank that passed 2014 test has 50 things to fix before January
Counterparty concerns could lead to increased use of clearing
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
Politicians push for an investigation as CFTC carries out fact-finding mission
Concentrating on key relationships gives largest hedge fund edge
Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
Increasing participation seen as crucial to repairing pricing
Manipulation worries spur debate over Texas power market rules
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
More pension schemes could take on reinsurer counterparty risk
China, India, Korea CCPs upgrade infrastructure to clear OTC derivatives
CFD activity on the increase but banks keep their distance
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.