Regulators have a busy agenda over the coming year. The financial crisis has exposed various failings in risk management within banks, as well as in the supervision of financial institutions - and regulators...
Last year saw banks having to comply with an array of new regulations. In Europe, the Markets in Financial Instruments Directive was introduced in November, while the new Basel capital Accord finally came...
01 Jan 2008
Global Anti-Money Laundering Survey 2014
The Global Anti-Money Laundering Survey 2014 highlights that AML initiatives are becoming increasingly interconnected across operations and jurisdictions as a result of a demanding and continuously evolving regulatory landscape.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
This paper looks at the different types of optimization for these trades, how they are calculated, and how the different optimization groups are interrelated. It also discusses some of the practical aspects of this type of multivariate optimization.