Order books could get a boost if regulator bars brokers from revealing counterparty IDs
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 Peter Madigan articles
CME's Taylor claims approval for US regime is being unfairly delayed
Name give-up a way of shutting market to non-dealers, critics claim
Collateral transformation facilities being lined up but are not being used
Exchange would have a monopoly on packages that pair swaps with US Treasury futures
Working group still grappling with capital, timing, bankruptcy issues
After big banks sign up, unwritten rules mean a follow-up may be required
Lower threshold in US proposals would catch more medium-sized banks
Data shows users are not flocking to the product to avoid Sefs
But concerns remain about effects on resolution and capital requirements
Bank appears to fear hedges with a US person could drag it into Dodd-Frank regime
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.