High-momentum, well-known growth names hugely overpriced
Item scheduled for meeting on July 9, but may slip to September
Large US fixed-income funds moot rate-rigging legal action
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
Lower trading costs could tempt funds, managers and dealers
Hedge funds to follow US model by taking on bank risks
US would have benefited from pragmatic European approach
Fixed income returns more appropriate performance metric
Hedge fund managers need to get used to compliance burden
But strategy among highest returns this year
Emerging cadre of macro investors are risk managers
Plan in documentation where any dispute should be heard
Young funds posted highest cumulative returns since 2003
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.