Hedging definition and complexity of position limits cause concern
Central bank says credit-to-GDP ratio fails to reflect economic cycle
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/Regulation articles
Complaints-upheld data could mean trouble for major banks
Survey shows compliance growing into more forward-looking role
"It's quite clear there is a US camp and a European camp," capital head tells conference
Proportion of reports that can be paired up is “very, very low” says DTCC exec
Smaller firms struggling to meet requirements under Solvency II
US regulator poised to release alternative regime to DCO licence
Stress tests expose flaw in formula to calculate volatility adjustment
It is not clear that European rules will permit firms to use US collateral protections
Cumulative capital impact will weigh on big market-makers, academic warns
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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.