Hedging remains an issue until futures are launched in November
Shut off from foreign peers, US firms need dealers to access offshore liquidity
Corporates lag other participants; less than a third collateralising
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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Despite problems, Esma official says reporting roll-out went "pretty well"
Bafin's König says early terminations could make bank resolution impossible
Frankfurt exchange expands its co-operation agreements with Taifex
Clearing members pressure CCPs to put more of their own money at stake
Capital benefits also remain intact for modelling banks, says Fed official
Industry would struggle to hedge risk following a dealer default, says Goldman's Frankel
Rise in equity markets makes it less costly for insurers to de-risk
Negative carry versus short-term rates is deterring firms from hedging
Rather than acting as a rival to SGX, DCE complements its Singapore counterpart, insiders say
Greater liquidity on long-dated swaps than on exchange-traded options
Requirement to use new trading platforms will make market more costly, less liquid, end-users say
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.