Central bank says dealers are moving trades offshore to avoid KRX's high cost
Wujiang Lou shows the impact of funding costs on option valuation
New fee structure amounts to a fourfold increase in some cases
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 Derivatives articles
Different treatment of public and private banks stymied netting – but this could now change
Abenomics had driven a surge in Japan equity derivatives activity, but now cash investors dominate
Real money accounts have driven a 30% increase in sales accross the sector
No progress on SLR changes, but ‘good chance’ of uncleared margin deadline extension
Cheaper swaps are encouraging some companies to chase lower debt costs
Full year of clearing data highlights market's reliance on handful of banks
Barclays is first client for service that promises 20% savings for FCMs
Higher discount rate can cut payouts to in-the-money clients by millions
Exchange plans to attract foreign money into India through enhanced technology
Securities house becomes first onshore firm licensed to trade with offshore dealers
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.