The move to central clearing will generate a wealth of information on derivatives around the region – but making use of this requires both trade repositories and data sharing. Progress on both has...
From Manila to Basel
The third way
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/Asia articles
The race for automation
Asia Risk Awards 2012 winner: Standard Chartered – Interest Rate Derivatives House of the Year
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.