Regulatory initiatives welcomed by Australian financial services industry
Contracts may need overhauling to match tax-evasion law
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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Misleading advertising common among high-interest loan providers
Bank appears to fear hedges with a US person could drag it into Dodd-Frank regime
International banks must exert more care on dollar transactions
Roughly two-thirds believe trade talks would help fix swaps problems
CFTC position limits could scramble widely used approach to hedging
Australia reporting rules differ from those in Hong Kong, Singapore
Bill gives US Senate the chance to kill off Dodd-Frank indemnification clause
Reverse repo treatment in draft NSFR cuts ratio from 113% to 98%
PRA and FCA unveil new rules on bank bonuses and approval process
Banking group took state aid, then lied over terms of its repayment
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.