Will major firms be able to take a page from hedge funds' playbook?
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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OpRisk North America covers maths, psychology and everything in between
Ariane Chapelle sets out metrics and tools to keep firms within their risk appetite
Buffett's warning on perils of volatility is well justified, argues Kaminski
Energy firms have plenty of options for dealing with contracts facing strain
Separate treatments can lead to underestimation of total risk
Rise of passive investment leaves a vacuum to be filled by hedge fund activists
Directional portfolios and limited diversification will hamper recovery process
Dodd-Frank and Mifid II won't stop market disorder but will penalise hedgers
Ring-fenced research pots required to cut out inducements
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.