CCPs shouldn't fight calls for extra capital, says Sprecher
Focus on price could threaten old swaps trading relationships
How much margin is missing in sovereign swaps? The stress test had the answer
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 Joe Rennison articles
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
State-specific timelines are making it difficult to compare data
Huge buffer set tongues wagging, but has shrunk dramatically in past three months
Isda chair's comments at odds with industry calls for bigger CCP capital cushions
Moving reference rate from Fed funds to GC repo rate to pose few problems
Icap takes the top spot as brokers struggle with Sef switch-on
Powell says Fed will "make sure" move happens in coordinated fashion
Central bank will coordinate switch to new risk-free benchmark
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.