Piecemeal reform of reinsurance laws continues to frustrate Lloyd’s market
Delegated acts must set stringent conditions for calculating fundamental spread, insurers say
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More News/Regulation articles
CFTC rule potentially captures legacy trades novated to CCPs
CFTC ruling comes a week after it granted qualified substituted compliance to three Asian regulatory regimes
Insurance supervisor will also allow XBLR reporting, says regulator's head of Solvency II
European insurer demand for debt securitisations could vanish despite proposals for lower capital charges
Australian market will broadly be able to follow domestic rules to comply with Dodd-Frank
IAIS to decide in 2014 whether to apply basic capital requirement beyond systemically important insurers
Long-awaited report proposes reforms to US state and federal practices
A poll of Risk readers finds that 56% agree the CFTC should require CCP holdings of US Treasuries to be backed by committed liquidity facilities
End-users will hedge more with firms such as BP, Shell and Vitol as banks face ban on prop trading, say market participants
Prudential Regulation Authority to copy wording 'as closely as possible'
£28 million penalty for poor incentives – but op risk still largely excluded from pay policies, survey finds
India proposals for CCB has too narrow a focus
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.