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 David Benyon articles
Systemically important payment systems get a "pass" mark but are asked to focus on crisis communication
Partnership on GRC software leads to deal, and new opportunities, says OpenPages' Gordon Burnes
Questions remain on the calibration of capital requirements for operational risk under Solvency II's standard formula.
Regulatory requirements in the US and Europe mean banks now have tougher pay standards to comply with
US banks must consider disclosure rules for CEO and median pay packages
The passing of the Dodd-Frank Act into US law signifies profound changes for banks and regulators. But how they should prepare now for the new legislation is still far from certain
First-time outsourcers might have overlooked or underestimated operational risks involved
An Australian study by Mercer says 75% of super funds hold op risk reserves
US regulators are hiring more staff in preparation for Dodd-Frank changes
Intellectual property and internal talent could get caught up in bank prop desk divorce
New UK bonus rules are widened to cover thousands more investment firms
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.