Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
Systemic risk is down, but not due to G-20 reforms, say end-users
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 Derivatives articles
Traders say market for deliverable forwards has "disappeared"
Approach would be twice as efficient as planned uncleared margin regime, dealers claim
Clearer is talking to banks about possible service
New equity options on two exchanges
Liquidity could suffer if sharp practice takes root in Sef markets
A three-year avoidance of European-linked structures at an end
Yen and dollar funding discrepancies hit Nikkei options market
Platforms say divide between US persons and non-US persons will remain
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.