UK regulator right to question risk posed by commodity trading houses, bankers argue
Static transitional will smooth impact of unrealised gains on profit shares
Concerns national specific templates could lead to gold-plating and increased reporting burden
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
Dealers hope Timothy Massad's reputation as a problem-solver will lead to greater collaboration on cross-border regulation
Market participants detect new mood on cross-border issues: "The two clearing regimes aren't really compatible, but neither side wants to start a shooting war"
Firms struggling with validating external models, expert judgement and risk dependencies, say experts
Two companies say they have not been able to report to the DTCC's repository, and stopped trading swaps as a result
India becomes latest Asian jurisdiction to move to a market benchmark
Three more bankers charged by SFO with conspiracy to defraud
"We need a solution," says Esma spokesman
Requirements for using deduction and aggregation method to calculate SCR of subsidiaries remain too high, insurers say
Emails to customers cite backlogs in rates and exchange-traded derivatives - users say repository has been "victim of its own success"
Insurance industry demands clarity on crucial elements of capital requirement
Platforms will need to obtain paper copies of users' contracts in order to confirm non-cleared trades
Inclusion of non-fixed-income assets in reference portfolio is 'unjustified'
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.