Upstream companies look to cash in on in-the-money positions
Lower deposit rates will force investors to take more risk
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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Standard-setter defers decision on valuation basis
US bank accused of manipulating client valuation reports to mask profits
US regulator will pursue a quicker route to exempt foreign CCPs
Job changes in the derivatives, regulation and risk industry throughout Asia
SDR data feeds offer window into OTC commodity derivatives market
Software from Calastone seeks to bring structured products into the digital age
Liquidity provision in energy derivatives is not Vitol's role, says Taylor
FBI and Secret Service will focus on protection through FS-Isac, chiefs say
But FCA's "tone at the top" focus may hamper progress
Focus needs to be on reacting, not stopping every threat
Companies can wring more value from regulation-mandated data
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.