Frustrating, costly, inefficient – but swap reporting can be fixed, says Isda CEO
Directional portfolios and limited diversification will hamper recovery process
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 Opinion/Regulation articles
Dodd-Frank and Mifid II won't stop market disorder but will penalise hedgers
Regulators are hoping higher capital levels will translate into healthier markets
ECJ decision means new problems for data preservation
Key differences between European and US rules could hit Asia
Companies should implement a robust whistleblowing policy to ensure protection for all
EU law threatens to engulf commodities industry in financial rules
The future of swap clearing depends on the finer details of the supplementary leverage ratio
Fund managers need to ensure internal controls are up to the mark
Massad’s CFTC appears to be moving away from mistakes of Gensler era
UK banks need to comply with European 'living will' equivalent
Graduates must be warned of the serious risks of market abuse
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.