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 Christopher Whittall articles
Intra-day credit debate re-surfaces as Lehman Brothers Holdings (Inc) (LBHI) accuses JP Morgan of coercing it into agreements that allowed JP Morgan to get hands on collateral
The German bank was not the only dealer to have temporarily put a stop to eurozone sovereign credit default swap trading
It was a hectic start to the week for CVA traders, as the eurozone bailout shrank the exposures many faced, leaving them over-hedged.
Refinancing risk increases for Spanish banks as credit default swap (CDS) spreads widen dramatically for a third day running.
Plans by Lehman Brothers Holding Inc (LBHI) to disregard a majority of guarantee claims from its affiliates are not fair, according to one of the joint administrators of Lehman Brothers Internationa...
Supervisors look to keep a firmer grip on securities lending haircuts to prevent asset bubbles from forming.
Prime brokers have focused on bolstering asset security for clients after billions of dollars of client assets were caught up in the administration of Lehman Brothers International (Europe) (LBIE).
LCH.Clearnet could start using overnight indexed swap (OIS) rate curves rather than Libor to value its roughly $212 trillion swap portfolio, in response to changing market practice.
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.