This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Ned Molloy articles
Up for debate
Brenda Boultwood of Constellation Energy talks about her approach to Enterprise Risk Management and stress testing
Credit Suisse has hired Paul Hawkins as a managing director and global head of commodities, to join in August.
Dodd-Frank deadline exemptions should limit market disruption, but more clarity on rules and timings needed, says CFTC commissioner Scott O’Malia
Energy market participants have expressed doubt that European position limits proposals will achieve reductions in market volatility, and warned of unintended consequences for end-users' risk manage...
JP Morgan wins Energy Risk's 2011 Oil & Products House of the Year Award
European Emissions House of the Year: Deutsche Bank
Base Metals House of the Year: SGCIB
Exchange of the Year: IntercontinentalExchange
Data Management House of the Year: ZE PowerGroup
Innovation of the Year: Thomson Reuters Point Carbon
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.