Energy firms need clarity on 'seventh prong', commissioner says
Agency said to be exploring solution for embedded volumetric options
Small derivatives hedgers bewildered by emails from regulator
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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New proposal exempts non-financial end-users from margin requirement
CFTC position limits could scramble widely used approach to hedging
Physical deals with producers seen as ‘superior’ to financial hedging
Matthew O’Connor named as head of investor sales for the Americas
Dodd-Frank rule seen having muted impact on market-making by banks
Manipulation worries spur debate over Texas power market rules
Grasp of market psychology key to success, says Centaurus founder
Fabio Nehme leaving to set up own commodities business
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.