Foreign exchange swaps and forwards should be exempted from the Dodd-Frank ban on prop trading, or else liquidity in the spot market could suffer, industry participants say
Steady volume rises in US and UK indicative of healthy state of foreign exchange markets
Updated guidance on foreign exchange settlement risk from the Basel Committee and CPSS was originally expected by the end of 2011, but now has an expanded remit
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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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.