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 online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Melanie White articles
Melanie White speaks to Charles Muller, deputy director general for the Association of the Luxembourg Fund Industry (Alfi).
Sponsored roundtable: The Custody Risk Luxembourg fund industry roundtable 2011
Melanie White speaks to a selection of winners of the ICFA Americas Service Provider Awards (ASPAs) 2011 who give their comments on their evening wins, as well as their prospects for the year ahead.
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.