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 Victoria Tozer-Pennington articles
Barclays plans to include CoCos in senior execs’ bonuses
Most of the top five losses in December 2010 fell under the ‘Clients, products and business practices’ heading
An exercise in self-control
A collective approach
UK FSA to get ‘intensive and intrusive’ on products
Responses to EU remuneration paper urge restraint
Goldman Sachs report airs dirty risk laundry
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.