No progress on SLR changes, but ‘good chance’ of uncleared margin deadline extension
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.
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Barclays is first client for service that promises 20% savings for FCMs
Securities house becomes first onshore firm licensed to trade with offshore dealers
Potential US rate rise puts rupee depreciation back on the table
Banks will save hundreds of millions of dollars in risk-weighted assets
Agency could prevent Sefs from revealing identities of order book participants
Onshore corporates yet to take advantage of increased hedging options
Participants should choose all-to-all or two-tier structure, argues commissioner
US politicians argue "unwarranted" capital burden will hike end-user costs
UK bank's head of quantitative analytics leaves after 10 years
Taifex to launch risk management tools to support proposed link
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.