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 Interviews articles
In conversation with...Michael Hasenstab
A collective approach
Q&A: Ian Bremmer, Eurasia Group
In conversation with...Simon Pilcher
Korean regulator Jong-Goo Yi outlines how regulators are framing the debate on how to supervise systemically important financial institutions
Longevity swaps have yet to move into the mainstream – but bulk buyouts could be set return to favour
Traditional exchanges have nothing to fear from alternative trading venues as long as they keep innovating, according to the Singapore Exchange’s head of corporate and market strategy. OTC derivat...
The G-20 does not plan to sit still after its historic endorsement of Basel III. New targets include too-big-to-fail institutions, the shadow-banking system and commodity derivatives, according to C...
Ninth European Fund of Hedge Funds Awards 2010
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.