Repeated conduct failures lead to increase in average penalty amount
Tougher leverage ratio in US prompts early review
Senior Fed officials speaking at New York Fed workshop
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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Ideal toolkit would draw inspiration from US and UK
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Fight against Islamic State extremists puts the spotlight on funding
UK banks paid out £383m in compensation in July for mis-sold PPI
How intelligent machines will change the financial markets
FCA publishes details of compensation paid by nine UK banks
Enquiry now underway, AMF official tells conference
Group will study impact of Dodd-Frank on energy firms, Giancarlo says
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.