Options portfolios were impossible to delta-hedge, traders say
Risk Awards 2015: US bank finds cure for forex fatigue
Risk Awards 2015: French bank thrives on emerging markets and exotic risk
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Currency derivatives articles
Chicago-based exchange targets China, India and LatAm growth
The age-old practice is set to be the focus of regulators
EM currencies to get the best of the OTC and exchange worlds
Range accrual and Tarf variants too complex for UK SMEs, critics say
Ability to cross-margin FX futures against equity portfolio offers savings
Developed-economy central banks still wary of renminbi inconvertibility
Correlation of currency and underlying asset militates against hedging
Taiwan's regulator warns banks about structured hedges
Regulator warns banks on structured currency trades as renminbi hits 18-month lows
Traders say market for deliverable forwards has "disappeared"
Clearer is talking to banks about possible service
Product launch "incomprehensible" in saturated currency futures market
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.