Industry estimates of clearing costs met with scepticism
Exchange of the Year, Asia: CME Group’s Nymex Exchange
Former head of power trading joins at least one ex-colleague to found Scoville Risk Partners
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
Costing stressed VAR
Dealers worry about the impact on liquidity unless single-name and index trades can be margined together
SEC chief economist says consolidated audit trail rule is strong enough, despite concerns from Democrats
Leveraged and inverse ETFs and ETNs criticised by New York University mathematics professor
Principle character: William Dudley interview
Australian dollar, renminbi and CE3 currencies touted as alternative macro hedges for European debt woes
Central counterparties a ‘Maginot line’ that won’t prevent financial breakdown, argues Queen’s University at Kingston assistant professor
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.