CFTC puts forward another Dodd-Frank position limits rule, generating concerns among commodity derivatives end-users
MetLife CRO outlines company's proposal for backstop capital standard
Some Sefs are not offering equal terms to all market participants, CFTC chairman tells industry conference
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
Industry trying to focus on Orsa and regulatory capital
Commission seeks flexibility to unilaterally recognise US, but resists making temporary regime open-ended
US CCPs may need committed funding to count US Treasury collateral as liquid
Despite coming into force in December 2011, Remit insider trading rules continue to raise questions among energy traders
Senior spot traders at JP Morgan, Citi and Standard Chartered have all been placed on leave, while Barclays, Deutsche Bank and UBS confirm they are conducting internal reviews in connection with all...
Sef rules are leading to regulatory arbitrage according to Asia industry players
Global regulations need a worldwide regulatory body to monitor to them
Extrapolation method changed following concerns Smith-Wilson method impractical
Extensive safeguards and supervisory controls to be built in to Solvency II long-term guarantees package, says Commission’s insurance head
Big loss was accompanied by even bigger capital saving, traders point out. Other banks now working out their own policy on controversial capital charge
Prescriptive international regime would be 'very challenging' for firms
Proportionality concerns remain as narrative reporting to be included in UK preparatory phase
Sefs agree a lack of clarity on reporting requirements has created an inconsistent and fragmented view of trading activity
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.