News / Risk magazine
Accounting change cuts futures clearing leverage exposure
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
Agency could prevent Sefs from revealing identities of order book participants
Participants should choose all-to-all or two-tier structure, argues commissioner
US politicians argue "unwarranted" capital burden will hike end-user costs
UK bank's head of quantitative analytics leaves after 10 years
CFTC chairman and commissioner discussed withholding Giancarlo’s calls for rules reboot
Industry members discuss the growth of electronic trading of corporate bonds
QIS was due to get under way last month but will now start in mid-2015
Fund says securitisation practices should be tightened while spurring demand
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.