Approach would be twice as efficient as planned uncleared margin regime, dealers claim
Repo and securities lending “will be the first casualties of the new Fed standards”
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
Weather-driven volatility highlights need for risk management
New equity options on two exchanges
Total bill from penalties and lawsuits could reach “tens of billions,” some estimate
Investors chasing returns risk defaults
Liquidity could suffer if sharp practice takes root in Sef markets
How Asian insurers can take the ERM function to the next stage
Longevity risk transfer market must overcome fundamental issues
Can management companies save hedge funds from the threat of AIFMD?
Over two decades, magazine has shared in industry’s highs and lows
Companies see potential in moving into new role as service providers
Tight timetable gives Europeans little time to comply
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.