Collateral management becomes issue for buy-side as regulatory impact bites

Collateral management becomes issue for buy-side as regulatory impact bites

March 10, 2016 | Margie Lindsay
Tags: alternative investment fund managers directive (AIFMD), Basel Committee on Banking Supervision, Basel III, BNY Mellon, buy side, central counterparty clearing (CCPs), collateral, derivatives, directive and regulation on markets in financial instruments (Mifid II), Dodd-Frank Act, European Union (EU), high quality liquid assets (HQLA), International Organization of Securities Commissions (Iosco), liquidity coverage ratio (LCR), net stable funding ratio (NSFR), over the counter (OTC), risk, sell-side, Solvency II, systemically important bank (SIB), The Field Effect, Ucits

As a result of suite of regulatory changes, the market has been driven to recognise the significance of collateral and its value in trading and risk mitigation.

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