Time for a European Monetary Fund
The risks of political uncertainty
“We do not have a liquidity issue”
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 Alex Monro articles
Systemic risk committee at the Bank of England calls for power to use tools - such as liquidity and leverage ratios, and margin standards - to influence systemic risk
The revelation of rogue trading at UBS follows a period of market volatility. That is nothing new, say risk managers
Accentuate the negative
Eight banks fail EBA stress tests – but big CDS spread moves for European banks are seen as Italy-related
In conversation with...John Redwood
Mask of respectability
The sovereign specialist
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.