Price hikes at Goldman Sachs show how much pressure FCMs are under
Directional portfolios and limited diversification will hamper recovery process
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 Opinion articles
Dodd-Frank and Mifid II won't stop market disorder but will penalise hedgers
Ring-fenced research pots required to cut out inducements
But reported problems include disclosure of state secrets stopping US trading
Counterparty correlations are no substitute for due diligence, argues Kaminski
Products still seen as easier sell than issuer-callables
Cap intro said to sit in PB out of evolutionary convenience, not business logic
ORIC says it received a record number of loss event reports in H1 2014
Beps project means managers to choose key locations for activities
Capacity crunch looms due to uncertainty and congestion, warns Genscape’s Dale
Regulators are hoping higher capital levels will translate into healthier markets
Stays will extend to buy-side, repo, and securities lending, says BoE’s Gracie
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.