So-called multi-alternatives are growing rapidly - too rapidly for some sceptics
We recognise the best performance in a year when data was king
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
Paper focuses on dealing with sparse data
Higher costs of failure are driving banks to improve anti-fraud measures
Accelus wins again for ease of use and flexibility
Medically underwritten buy-ins offer opportunities but with unique risks
Some supervisors pressing firms to risk weight sovereign bonds
Low-level bribery happens, but avoiding the risk is practical, lawyers say
Insurgents increase involvement as major global banks retreat
Dodd-Frank Act to boost CFTC war on market abuse, says Meister
Firms consider structured options for assets to meet Solvency II criteria
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.