BAML fixed-income co-head departs after 18 years
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
In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
A clear alternative?
Fight the power
Multi-dealer platforms have to register as Sefs - but clients could choose to use other venues and avoid extra legal work
Look beyond loans
RBS cuts businesses it saved from the axe last year; O'Connor takes up Isda chairman's role full time; Deutsche's Wayne takes on US forex role; new role for Lipton at Bank of America; Williams swaps...
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.