The surprise decision by the Federal Reserve last month not to scale back its quantitative easing programme will create more volatility, says economist
IMF chief economist says ‘three-speed’ global economy could be dangerous
Dealers will present their case as to why the ECB should buy linkers as well as nominal bonds in a conference call today
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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HSBC's senior economist for the Middle East and North Africa tells delegates at FX Invest conference the region has dealt with two big challenges this year, but it stands in better shape than some d...
Risk.net poll supports IIF deputy managing director Hung Tran's view that global economic recession stands head and shoulders above fears of Greek default and Italy/Spain bail-out
Monetary and capital markets deputy director Christopher Towe tells conference delegates that ongoing vulnerabilities could sow the seeds of the next crisis
HSBC chief executive expects renminbi to become a reserve currency within 15 years and shares the bank’s outlook for the Chinese currency
The Eurozone crisis has already forced three members of the currency union to take EU/IMF bailouts but Spain, the next potential target of investors, is unlikely to follow
Legal & General Investment Management America’s head of fixed income, John Bender, says decision on whether to raise debt ceiling could have wider implications
Participants on a Credit Institute panel debate held in London argued that peripheral funding and inflation are the major challenges for the Eurozone
Legal spotlight: Eurozone
Eurozone faces stunning economic and financial challenges, says Julian Callow, chief European economist at Barclays Capital.
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.