Failure to define a "significant or direct" threat to the US economy has brought regulatory overreach
Fixed scenarios "could be procyclical"
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
Banks say leverage exposure "could be halved" after PRA acts to safeguard business
The news of a regulator-ordered review of RBS's lending shows that the FCA plans to tighten up oversight of treatment of small businesses as well as retail customers
European regulators prepared to reopen Solvency II to comply with future international quantitative standard
BoE governor insists clearing houses must have enough liquidity to cope with default of two big member firms
Ceiling on BBB-rated bonds and forced sale on downgrade removed from final Omnibus II compromise text
Ashley Alder says European cross-border CCP regulation is not relevant to Asian markets
Asset managers call on regulators to amend Ucits rules
Settlement resolves civil claims over residential mortgage-backed securities
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
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.