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Citi win wipes nearly 5% off JP Morgan’s assets under custody
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 Luke Clancy articles
Deer Park, Pyrrho, PSAM, TSAF and Venor tell their stories
Strict liability for governance exposes compliance risk
Concentrating on key relationships gives largest hedge fund edge
Financing cost for hedge fund marketing in Europe could reach "unviable levels"
But “cutting out the middleman” leaves room for co-investing
Paamco posits alternative to ETFs and mutual funds
AIFMD implementation in jurisdictions is a key factor
Supervisors need level 1 intervention to fix Emir and Ucits
Jurisdiction unclear how regulator will police director capacity
But rejects price efficiency of US index options trading
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.