News / Risk magazine
Regulation hits key element of landmark collateral contract - but planned revisions will reintroduce settlement risk
Market participants relying on regulatory forbearance, Isda chief executive tells legal conference
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
Some funds will have to comply with Dodd-Frank and Emir simultaneously
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
European disclosure regime for derivatives platforms diverges from that in US
Completing the two studies on schedule will be "nigh-on impossible" bankers claim – but regulators are thought to be wary of a postponement
Professors tell a US Senate subcommittee the liquidation rules will not help and may create more difficulties
Funds cite inability to post non-cash variation margin as grounds for further relief
Industry sources have welcomed CFTC decision to extend no-action relief for its non-US swap dealer requirements and to consult on definitions
FDIC's single-point-of-entry method applauded but concerns still linger
Fixed-income trading revenues will continue to fall in 2014, believe respondents to a Risk.net poll
Banks turn to lawyers for advice as CVA functions face tougher conditions than other trading desks
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.