Latest FCA figures show first stage of mis-selling review almost finished, but payouts rising and may hit £1 billion
Settlement resolves civil claims over residential mortgage-backed securities
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 makes clear swaps between non-US swap dealers and non-US clients will be caught by Dodd-Frank if they are arranged, negotiated or executed by US personnel
Sefs "have to come into compliance" with Dodd-Frank rules requiring platforms to provide impartial access, says CFTC chairman
Esma responds to EC's 'intended rejection' of one-year postponement
Clients aren’t expected to be subject to a clearing mandate until 2015, according to a Risk.net poll
More generous long-term guarantees package and long transitional period in deal
Banca d'Italia proposes to allow its banks to ignore some government bond volatility
Profound changes expected to long-term guarantees package
Speaking at Sifma AGM, former US president says OTC market should have been forced into collateralised regime before 2008 crisis
Acer probed 10 cases under Remit in 2012, agency says, in report that sheds light on the development of monitoring regime
Despite an overseas person exemption that allows recognition of CFTC-approved swap execution facilities in the UK, Sefs could face significant delays before they can legally operate in other non-US ...
Mandatory trade reporting for all asset classes will begin on February 12, but the forex industry is still grappling with the challenges of dual reporting
Swiss bank is tying up too much capital in immature business, rivals claim, after new NFA data shows it to be an outlier
Regulatory mindset 'creates no value' for US insurers
US regulatory concerns about liquidity of government securities collateral could be resolved by access to the Fed’s discount window, CCP officials say
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.