Move to mandate non-deliverable forward clearing could drive forex futures market
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.
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Stock exchange group has “excess cash”, says group CEO
Prime brokers forced to comply and change models, says lawyer
Three custodians with roots in France collect 13 mandates
Sponsored feature: RBC Investor & Treasury Services
Sponsored feature: Multifonds
Industry achievements over past year rewarded
Custodians, fund administrators and service providers recognised
But FSB aims to overcome data aggregation issues
Around three-quarters of respondents expect clearing providers to stay the course
EC internal markets head says clearing system not ready for pension funds
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.