A systematic, trend-following currency program can serve as a hedge against falling equity markets
US state regulators are worried the Federal Insurance Office is exceeding its remit
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.
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Early warning signs can provide vital clues to firms with ‘feet of clay’
Collective price determination should have an impact on renewable subsidies
Delayed impact of 2008 crash means higher capital demands
A three-year avoidance of European-linked structures at an end
Data-sharing consortiums depend on trust, but individual firms face a prisoner's dilemma whereby providing false information can sometimes be beneficial
Commodity investors may have had a bad year, but putting money into commodities of finite supply continues to makes sense
Regulators recently published the findings of a study of counterparty risk data at the world’s largest banks – it makes for depressing reading, says David Rowe, and is symptomatic of deeper prob...
In praise of cyber risk
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.