Asian hedge funds best for gender equality but Europe lags, research finds
Abenomics had driven a surge in Japan equity derivatives activity, but now cash investors dominate
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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Most asset managers lack strong safeguards
Funds prefer synthetic exposure over cash equities to access China
Broker-dealers better prepared than investment advisers
Appeals court reins in SEC over insider trading
Regulator will be lenient on latecomers as glitches resolved
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.