Huge US Treasury swing was result of hedge fund crowding and gamma hedging
Compression is the ultimate retort to those who equate notionals with exposure
The future of swap clearing depends on the finer details of the supplementary leverage ratio
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 Duncan Wood articles
Collateral posters should pay when rates are negative, US banks believe
Automated risk systems vital, says Tower Research Capital CRO
Expected shortfall may be more conservative than VAR, but there are backtesting and stability concerns
Enquiry now underway, AMF official tells conference
XVA specialists spark debate on regulation and risk-neutrality
Korean won swap liquidity could suffer if KRX service is not approved
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.