Flexible, martingale duality-based method provides reliable valuation
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 Commodities articles
Market participants worry about all-important OTF designation
Southwest Airlines no-action letter could lead to wider relief
Proposal on ‘seventh prong’ seen as positive step by industry
Kamal Naqvi leaves dual roles amid Swiss bank’s exit from commodities
Tracking performance of ETFs is examined, with a focus on volatility decay
Liquidity plays a vastly underappreciated role in commodity markets
Volatility seen as positive for financial traders, including banks
Vitol’s Bake and Icap’s Newman discuss evolution of energy market
Other commodities moves at CME Group, Deutsche Bank & NextEra Energy
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.