News / Risk magazine
Draft rules on interest rate hedging could set back arbitrage fix, critics claim
Charge was felt to be "too difficult to capture" without complex rules
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
Dealers still worried exchange has motive and means to create monopoly
Controversial practice will not ‘go away’ without action from regulators
Regulators may never be able to fully monitor risks created by shadow banking
Bank of England to apply price shocks based on unwind periods
While standardised rules are being revised, banks say they can't make a call on floors
"Very careful" calibration needed to avoid bad incentives, says senior supervisor
Banks will have to figure out what constitutes ‘critical activities’ for themselves
New fee structure amounts to a fourfold increase in some cases
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
Diverse products and risk profiles make standardised stress testing difficult
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.