Dodd-Frank and Mifid II won't stop market disorder but will penalise hedgers
Role of financial participants in price plunge adds new twist to old debate
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 Commodities articles
Energy companies worried by lack of detail on how Mifid II rules will work
Counterparty correlations are no substitute for due diligence, argues Kaminski
Mifid II proposals seen as bad for end-users and market liquidity
Schemes pose threat to electricity markets and integration, firms say
CFTC rule change forces firms to retain piles of pre-trade communications
Capacity crunch looms due to uncertainty and congestion, warns Genscape’s Dale
Ill-considered futures trade claims first victim of tighter post-Qingdao financing climate
Exemptions for bona fide hedging are too limited, companies say
Emir segregated accounts pushing firms to trade OTC, says Jones
Trading chief fled Cuba as a child, before finding success in energy
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.