Correlation of currency and underlying asset militates against hedging
Central bank says credit-to-GDP ratio fails to reflect economic cycle
Lim Cheng Teck moves across from his role as chief executive of Standard Chartered Bank China
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
South Asia set to drive development of derivative market in the medium term
Banks face dilemma over whether to join a number of Asia clearing houses
15th annual poll goes live now
Negative carry versus short-term rates is deterring firms from hedging
Rather than acting as a rival to SGX, DCE complements its Singapore counterpart, insiders say
Zhu moves from Goldman Sachs where she was a China equity strategist
Steven Yu and Alex Tam join Australian bank
A three-year avoidance of European-linked structures at an end
Nomura CRO on how to meet competing regulatory demands
Eurex's Singapore CCP finds favour with market, CME less so
Osaka and Tokyo exchanges set to merge derivative platforms in March
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
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.