Equity derivatives house of the year: Morgan Stanley
Currency derivatives house of the year: Bank of America Merrill Lynch
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
Trading technology product of the year: Nasdaq OMX
Last year was a landmark for the derivatives reforms laid out by the Group of 20 nations in 2009, with clearing, trading and reporting rules all coming online in the US. But it was also just the sta...
The French bank will house up to 600 RBS staff after winning auction; SG CIB provides new CEO for Newedge; US futures business at Deutsche gets new boss; JP Morgan promotes divisional CFOs; SGX spli...
Swiss bank is tying up too much capital in immature business, rivals claim, after new NFA data shows it to be an outlier
US CCPs may need committed funding to count US Treasury collateral as liquid
Politicians may be unwilling to consider it, but the eurozone’s problems could be solved through a slight twist on debt monetisation, argues Marcello Minenna
Leverage-only approach would set prudential rules back 50 years, warns senior Canadian regulator
Dividing the over-the-counter market into cleared and uncleared products creates extra risk and inefficiency, critics claim – it also creates an opportunity for services that can repair the damage...
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.