News / Risk magazine
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
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.
More News / Risk magazine articles
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
US rules have broken the swap market in two, according to 60% of respondents to a poll
BoE says 'some logic' in members sharing CCP investment returns and risk
UK's FCA warns US plans may not pass European equivalence test
Two dealers admit to masking customer identities to avoid a conflict of law
Almost 60% of asset managers expect interest rate swap volumes to fall
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.