Goldman Sachs dismisses concerns over catastrophic risk
Industry representatives call on Eiopa to soften draft specifications
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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At the same time, UK's FCA was working through rules with London-based venues
Enforcement of Emir reporting rules will be gradual, regulator says
Staggered roll-out was key to success of clearing rules in US, says securities co-head
Swaps reforms may not apply directly to firms with non-EU offices
Power and gas traders bemoan ‘seventh prong’ in Dodd-Frank rules
Banks in other big EU states will be able to sidestep Basel III
AMA guidance coming soon, Fed economist promises
Companies and regulators eager to avoid pitfalls of Emir reporting
Onshore banks also tipped to benefit from new approach
‘Operations-related’ swaps excluded from Dodd-Frank special entity threshold
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.