Fadel to lead structured DCM at Jefferies
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 Katy Barnato articles
Crédit Agricole adds LatAm head of DCM origination
Loans left alone
UK investment firm insists ABS offers better value then unsecured bank debt, despite its damaged reputation.
Sean Taor joins RBC as head of public sector DCM after 18 years at Barclays Capital.
Blockbuster bankruptcy highlights dangers to investors of obsolete business models
Deals in Focus: BP
Managing principals Robin Creswell and Kristin Ceva say currency volatility is a risk for local currency investments.
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.