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 Aaron Woolner articles
Interviewed at the Sibos conference in Osaka, David Puth talks about growth plans for Asia and the risk management implications of central clearing
A speaker at FX Week Asia argued that further liberalisation of the RMB was on the cards in the near future
Asia Risk Awards 2012 winner: State Street Global Advisors – Asset Manager of the Year
Asia Risk Awards 2012 winner: Fenics Trader (GFI) – Technology Development of the Year
Asia Risk Awards 2012 winner: Standard Chartered – Credit Derivatives House of the Year
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.