Swaps markets have fragmented, and the CFTC commissioner accepts regulation is to blame
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
Staggered roll-out was key to success of clearing rules in US, says securities co-head
Future crisis could see non-cleared swap margin double, says Goldman exec
Capital charges will be ‘very difficult to explain’, conference hears
Rise of standardised approach would be 'a loss for the banking industry'
This year's rankings - and accompanying survey - are now open
Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
Repository has apologised to clients caught in Emir reporting backlog
Surge in customer numbers caught the repository out, CEO admits
RBS expected to refocus on core businesses and home markets - investment bank could shrink further; new faces at the SEC; Mahmud takes top forex post at Citi; client execution hires at UBS; Aviva In...
Deutsche Bank hires Nomura’s Neal for listed derivatives
Nailing down mercury
The old process of reconciliation has been made newly complex by regulation. Banks want technology to solve the problem
Structured products house of the year: Société Générale
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.