Deal includes most of Swiss bank’s energy and metals positions
SDR data feeds offer window into OTC commodity derivatives market
Liquidity provision in energy derivatives is not Vitol's role, says Taylor
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.
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Chairman reassures farmers upset about proposed hedge exemptions
Deal comes as French bank faces one-year US dollar clearing ban
Bank will remain a market leader despite Mercuria sale, say new co-heads
Dodd-Frank proposal relies on decades-old data, say energy firms
Bank says economics, not regulation, drove physical commodities sale
Southwest Airlines no-action letter could lead to wider relief
Proposal on ‘seventh prong’ seen as positive step by industry
Kamal Naqvi leaves dual roles amid Swiss bank’s exit from commodities
Fear of further plunges makes airlines reluctant to hedge, say dealers
Group will study impact of Dodd-Frank on energy firms, Giancarlo says
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.