SSM chair also wants to end rule opt-outs that make banks "look stronger than they really are"
Central bank says dealers are moving trades offshore to avoid KRX's high cost
But reported problems include disclosure of state secrets stopping US trading
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 Clearing articles
Regulators see incentives to use cleared swaps; critics claim analysis is flawed
Clearing test has to be met for CVA safe harbour to apply, lawyers say
Cardano and PGGM promise not to give banks speculative trades
Emir segregated accounts pushing firms to trade OTC, says Jones
But monopoly or duopoly inefficient, BNY Mellon says
Accounting change cuts futures clearing leverage exposure
US politicians argue "unwarranted" capital burden will hike end-user costs
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.