Asset manager plans to be liquidity provider if US credit market is distressed
Controversial practice will not ‘go away’ without action from regulators
Asian hedge funds best for gender equality but Europe lags, research finds
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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Abenomics had driven a surge in Japan equity derivatives activity, but now cash investors dominate
Barclays is first client for service that promises 20% savings for FCMs
Utility would run daily margin calls, using open source version of industry’s standard model
Position sizing manager's most important quality, says study
Most asset managers lack strong safeguards
Funds prefer synthetic exposure over cash equities to access China
Broker-dealers better prepared than investment advisers
Appeals court reins in SEC over insider trading
Regulator will be lenient on latecomers as glitches resolved
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.