Japanese clearing house will soon be able to clear for US clients
Industry still split on inclusion of spread risk in calculation
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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McPartland: banks could not support multiple auctions if a big member firm defaults
Winners announced on the night of November 20
Shane Worner, senior economist at Iosco, warns of excessive leverage in the system
FCA publishes details of compensation paid by nine UK banks
Use of volatility adjustment for third-country subsidiaries also in doubt
State-specific timelines are making it difficult to compare data
Enquiry now underway, AMF official tells conference
Deputy director-general explains approach of Danish FSA
Group will study impact of Dodd-Frank on energy firms, Giancarlo says
Regulator sees more advantages than risks in relaxing the rules
Central bank looks to relax India's twin track liquidity rules
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.