Pressure mounts to push through a crucial bill needed for CCP equivalence
Liquidity issues means the MAS is right not to bring in Sef 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.
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Local banks have so far been reluctant to move beyond regulatory CVA requirements
China will instead look to build futures trading onshore via the Shanghai Free Trade Zone
Banks will have to account for CVA, but are not expected to price it into OTC deals
Many have large unrealised losses from trades in second half of 2014
The RBI's use of a conservative standard CVA approach is overly prudent, say 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.