Marrying the needs of strong core and weak periphery is far from straightforward, said panellists at latest Credit Institute event
Heightened geopolitical risk in the Middle East and North Africa has led to increased CDS trading on the region; the driver of which is speculative rather than a desire for protection
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 Rob Davies articles
Aviva announces new global aggregate portfolio head
Rate me up, before you go-go
Trading talk: March 2011
Home grown: a domestic US covered bond market
All bases covered?
Signs of growth
Bondholders: Time to take your medicine
High hopes for high yield
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.