South Africa holds the distinction of having survived the financial crisis with its banks intact – but that does not mean the local industry can avoid massive reform to the way banks are run. The South...
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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The restarting of private-label securitisation markets, especially in the US is critical to limit the real sector fallout from the credit crisis. At the same time fund managers are facing increase...
Supplement December 2009
A range of topics from oil prices to the future of alternative investment funds in the Middle East were covered at the Hedge Funds Review Middle East Investment Summit held in Bahrain.
Investors are now demanding greater operational risk controls and technology can provide the infrastructure needed to allay concerns.
The issue of counterparty risk has been near the top of the agenda for sell-side and buy-side firms ever since the Lehman collapse. In association with Fitch Solutions, Credit carried out a global survey...
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.