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 Sarah Nowakowska articles
Market volatility sees potential payouts rise and interest in gold and volatility ETNs intensify
Dow Jones adds contango-reducing strategy to its index suite
Italian investors drawn to commodity baskets to hedge and diversify from bond exposure
BBVA is to add volatility sub-index to its Jim Rogers’ resources index to create structured products
Exchange-traded funds linked to some agricultural commodities such as wheat have seen the strongest investment inflows over the first part of the year, with soft commodities presenting low or stretc...
Market participants say a lack of renminbi-denominated underlyings is slowing down the development of renminbi-denominated equity-linked products
The Dow Jones Global Commodity Equity 100 Index suite tracks companies involved in the exploration or production of scarce and renewable commodities
Continued uncertainty about inflation and deepening concerns over sovereign default risks in Europe are making the commodities increasingly attractive as hedging tools
Banks are developing combined index strategies that allow investors to access a broader range of trading styles to maximise alpha
Dow Jones has integrated a currency hedging mechanism into its benchmark commodities index to meet demand from non-US dollar investors
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.