A new product could smoothe the gap between capital and accounting rules
Central bank will coordinate switch to new risk-free benchmark
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
More than 75% of respondents expect dealers to pursue joint ventures
US regulator will lean on international principles – but to what extent?
New analysis shows CDOs can withstand high levels of correlation – what they can’t cope with, though, is a sudden change in risk appetite
"It's quite clear there is a US camp and a European camp," capital head tells conference
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.