Monitoring and assessing risk culture using quantitative techniques
EU law threatens to engulf commodities industry in financial rules
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 Mark Pengelly articles
Flexible, martingale duality-based method provides reliable valuation
Tracking performance of ETFs is examined, with a focus on volatility decay
Liquidity plays a vastly underappreciated role in commodity markets
Vitol’s Bake and Icap’s Newman discuss evolution of energy market
Massad’s CFTC appears to be moving away from mistakes of Gensler era
Bank withdrawals from commodity trading fail to dent enthusiasm
Shell compliance officer warns of "serious threat" posed by EU rules
Deutsche Bank innovates to succeed in range-bound markets
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.