Piterbarg departs, replaced by Marco Naldi; Traiana's Coyne-Solinger saga climaxes; BAML shakes up structured credit team; Tradition hires John Wilson
Barclays is first client for service that promises 20% savings for FCMs
Utility would run daily margin calls, using open source version of industry’s standard model
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.
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Cardano and PGGM promise not to give banks speculative trades
Lloyds, Barclays, RBS and HSBC still topping up provisions
Proposed revised standardised approach would hit big banks hardest
Regulator: poor risk-return the real barrier to insurers becoming more active
Securities house becomes first onshore firm licensed to trade with offshore dealers
Tax treaties likely to save ETF providers from a swingeing retrospective bill
Verdict due on March 4 in first of three UK complaints about eurozone clearing
Ill-considered futures trade claims first victim of tighter post-Qingdao financing climate
Central bank eyes big data and psychology
Exemptions for bona fide hedging are too limited, companies 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.