News / Risk magazine
Giant daily dealing bond funds and ETFs could cause the next crisis, GLG’s top fixed income manager says
Automated risk systems vital, says Tower Research Capital CRO
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
Core rates products may only be offered to “key clients”
Tougher leverage ratio in US prompts early review
Senior Fed officials speaking at New York Fed workshop
Real money firms have enough collateral to stick with swaps, buy-side exec argues
Collateral transformation facilities being lined up but are not being used
Chief risk officers from boutique and institutional investment firms talk about their risk management and reporting platforms
Operational losses to be borne solely by CCPs, says CPMI-Iosco
McPartland: banks could not support multiple auctions if a big member firm defaults
Shane Worner, senior economist at Iosco, warns of excessive leverage in the system
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.