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 Michael Watt articles
CDS spreads for Irish banks widen over holiday period, while peripheral EU states remain steady
Japanese firm names El Khoury for Hong Kong-based equity derivatives role
Japanese firm names David Benson for London-based role.
Bank of Ireland spreads hit another record high amid CDS increases across Europe
Theo Lubke calls time on 15-year stint with New York Fed to join Goldman Sachs.
Clearer will extend coverage to third asset class in 2011, with support from 13 banks
Tightening of peripheral CDS continues for third day after Trichet announcement
CDS spreads on peripheral eurozone debt widen despite €90 billion in aid
Ibbotson, Ward and Favreau to lead European clearing team
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.