Industry achievements over past year rewarded
The region's exchange-traded funds take in $56.2bn by end of October
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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US SEC exempts exchange-traded managed funds from disclosure protocols
Multi-strategy funds blocked from originating loans
Engagement with policy-makers vital, says L&G chief executive
Onshore derivative market is the focus for Osaka Securities Exchange
Dynamic strategies performing better in current environment
CRO of Prudential Financial puts case for longer-term view on capital
Credit Suisse and one other private bank to sign to Melbury platform
CME's Taylor claims approval for US regime is being unfairly delayed
Be open about liability illiquidity, urge panellists
Bankers point to opportunity for insurers to load up on short-dated credits
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.