Liquidity
Faster payments in Denmark
A number of countries are introducing faster settlement of retail payments due to increasing consumer demand.
Analysis of the use and impact of limits
In this paper, we analyze the use and impact of limits in TARGET2. Limits in the form of bilateral or multilateral debit limits are a liquidity management feature in TARGET2.
How regulatory stress testing is shaping the future for banks
Content provided by IBM
Toward active management of counterparty credit risk with CVA
Content provided by IBM
Risk Books: Risk Transparency
Sanjay Sharma talks about risk transparency and how his book helps achieve it.
Regulatory costs break risk neutrality
Regulations impose idiosyncratic capital and funding costs for holding derivatives. Idiosyncratic costs mean that no single measure makes derivatives martingales for all market participants. Chris Kenyon and Andrew Green demonstrate that regulatory…
Insurers review options as collateral pressures grow
Insurers are under increasing pressure to plan access to collateral
Regulation may force banks out of repo, says NY Fed
Banks will "revisit their presence" due to liquidity and leverage charges
A passive play that’s here to stay
Sponsored survey: Deutsche Asset & Wealth Management
Cutting Edge introduction: The trouble with algorithmic execution
New set-up allows fast, tractable optimisation of trade execution, without neglecting downside risk
Trends in risk management
Sponsored survey analysis: SunGard
BoE and Citadel clash over Sifi status for funds
Asset managers could pose systemic risk, says BoE official
Collateral and counterparty tracking: Emerging initial margin requirements
Content provided by IBM
SEC probes retail hedge fund liquidity
So-called multi-alternatives are growing rapidly - too rapidly for some sceptics
Corporate hedgers fear OTC liquidity drain
End-user exemptions could prove Pyrrhic victory, says treasury head
Margin calling: Is your VAR methodology ready for initial margin on uncleared derivatives?
Content provided by IBM
Overnight heroes: central banks weigh loans for CCPs
Eurex and SGX can borrow from their central banks, while rivals have to rely on common-or-garden lenders
The optimisation of everything: OTC derivatives, counterparty risk and funding
Content provided by IBM
'A terrible disappointment' - IASB fumes as US rejects common approach
Hoogervorst says work on classification and measurement "has been done for nothing"