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 Clearing articles
Questions over the ability to report OTC derivatives transactions to trade repositories mean some US dealers have stopped trading with each other
Netting and optimal execution effects may help other CCPs reduce margin requirements, says NYU maths professor Marco Avellaneda
Hundreds more firms will be required to start clearing in the US today, and FCMs are warning there could be an increase in rejected trades as a result
Regulators want capital and margin rules to encourage central clearing, but analysis suggests costs may currently be higher in the cleared world
Supervisors should ask dealers to prove they are favouring standardised products, says Fed official
Masamichi Kono Q&A
Australian regulators are looking at whether to mandate clearing of OTC derivatives, but the market is already moving to clear without a mandate in place
US clearing rules do not exempt SPVs, but industry is split on whether other exemptions - for unclearable swaps - would apply
The end of the waterfall
Indian reticence over Emir steps up pressure on EC equivalency regime
Small banks, big needs
Clearing houses need flexibility to determine correct course of action, says head of risk at Eurex Clearing
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.