It used to mean the tearing-up of perfectly matching trades, but compression has become something bolder and more ambitious in recent months – at the same time, it has also become more confusing, ...
Numbers compiled by Isda show huge drop - other sources claim smaller fall. Dealers say people "are tiptoeing their way in".
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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Dealers found a way to protect some cross-currency swaps from heavy new capital requirements last year, by adding foreign exchange options into the structure – but the powers of the technique are ...
Market is split on how to report volumes for multi-legged trades
Bank receives approval to offer derivative products onshore
Cash business likely to stay with Nikkei 225 but derivative trades may shift
Losses manageable now but if the Nikkei goes under 13,000, "there will be panic"
Bordering on chaos
Lustre for life?
Nailing down mercury
Today, regulation is a fact of life for OTC commodity derivatives traders. But in April 1994, it was somewhat novel, as Energy Risk reported at the time
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.