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 Exchanges articles
The ability of firms managing synthetic collateralised debt obligations (CDOs) has been “dramatically reduced” because of deal constraints, spread widening and market illiquidity, according to L...
Daily news headlines
The Shanghai Futures Exchange launched trading in steel futures on March 26 to modest success, with a wide range of trading houses supporting the new contracts, traders and analysts said. The two ne...
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.