Goldman Sachs dismisses concerns over catastrophic risk
Industry representatives call on Eiopa to soften draft specifications
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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Conference and awards reflect a changing world
At the same time, UK's FCA was working through rules with London-based venues
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Staggered roll-out was key to success of clearing rules in US, says securities co-head
Sponsored Q&A: Gibraltar Finance
Swaps reforms may not apply directly to firms with non-EU offices
Shanghai Clearing House lags regional peers, say market participants
Power and gas traders bemoan ‘seventh prong’ in Dodd-Frank rules
Banks in other big EU states will be able to sidestep Basel III
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.