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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The ability of firms managing synthetic collateralised debt obligations (CDOs) has been “dramatically reduced” because of deal constraints, spread widening and market illiquidity, according to L...
Daily news headlines
The Shanghai Futures Exchange launched trading in steel futures on March 26 to modest success, with a wide range of trading houses supporting the new contracts, traders and analysts said. The two ne...
The head of credit derivatives at a major dealer has told Risk he expects to see 35-40% of the credit default swap (CDS) market centrally cleared by the end of June, and as much as 85% by year's end...
Imminent draft climate change legislation could include a federal cap-and-trade scheme for CO2 emissions, but questions remain regarding market regulation, finds Pauline McCallion
Agora-X, an electronic trading platform, has launched a new platform for the negotiation, execution and clearing of over-the-counter (OTC) trades in energy and metal contracts.
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.