A lack of liquidity is still providing problems for corporates looking to hedge – even in Hong Kong
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 News/Derivatives articles
Foreign banks have until July to push out derivatives activities after OCC guidance repeats Dodd-Frank drafting mistake
Watered down proposals include equity derivatives to avoid creating loophole, experts say
The Basel Committee’s proposal to scrap VAR and the move to OIS discounting struck a chord with Risk.net readers in 2012
Nearly two-thirds of respondents to a Risk.net survey think they’ll make more money from derivatives trading in 2013
Less than 1% of counterparties are ready to trade under new regime. Non-compliant firms may be frozen out of the market, banks warn
Nearly two thirds of survey respondents disagree with Hull and White’s argument that funding valuation adjustment should be ignored
A different track
Korean retail investors will be able to access Kospi 200 warrants without the barriers to entry that exist in the Korean market
Sefs could lose out if OTC trading volumes move into listed products, says CFTC commissioner - but he is "comfortable" with decision to approve the CME's new swap future contract
Rule changes have forced firms – including DE Shaw – to stop trading some equities and credit default swaps
New rules would see OTC markets over-margined, while futures may be under-margined - and there could be systemic implications
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.