News / Risk magazine
Proposals on how to cope with a stricken clearing house due later this year
"It's quite clear there is a US camp and a European camp," capital head tells conference
Proportion of reports that can be paired up is “very, very low” says DTCC exec
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More News / Risk magazine articles
Banks have spent 'a lot of time and money' to avoid extra-territorial swaps rules
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
CCP exposures not in scope of new regime, but clearing members are
“Historical relationships” will make it difficult for prop traders and others to make markets on Sefs
It is not clear that European rules will permit firms to use US collateral protections
Finra says year-long approval process revealed "notable outliers"
Cumulative capital impact will weigh on big market-makers, academic warns
New regime will "make the world safe for banks, but not safe from banks"
Regulator warns banks on structured currency trades as renminbi hits 18-month lows
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.