News / Risk magazine
Authorities from five countries talk swaps and bank resolution at closed meeting
Packages are now subject to CFTC rules, but involve SEC-regulated legs
US will not be in first wave of five approvals for "most advanced" countries
This highly engaging intensive one-week course is designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. The course includes a day specifically dedicated to counterparty and enterprise risk. Save your seat now: programme starts March 23rd 2015 at Imperial College London.
More News / Risk magazine articles
If positions can be ported easily, clearing members should not be on the hook
Paulhac says CME swap future is being pushed as a margin-light product for clients
Missing and conflicting trade identifiers plague Europe's reporting regime
European members of non-EU CCPs face "capital cliff"
Bank's head of prime services say launch is "a couple of weeks away"
Clearers do not need an exemption to solve EU-US rule clash, conference told
Rise of risk managers hurt risk culture, says Paul Achleitner
Stack to fill vacancy left in clearing and prime brokerage
Regulators struggling to use fractured reports, says OFR's Mosser
Esma needs help to balance transparency and liquidity, says authority's chair
Too-big-to-fail issue, swap market overhaul and shadow banking all on to-do list
Derivatives users look to non-standard swaps to avoid Sef execution mandate
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.