Lower deposit rates will force investors to take more risk
US regulator will pursue a quicker route to exempt foreign CCPs
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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Collateral use to become latest stage in RMB internationalisation process
Purely domestic business of little interest to the US group
Key differences between European and US rules could hit Asia
Shanghai and Shenzhen exchanges ready to start trading
Government review calls for bank capital levels in "top quartile"
Plunging crude prices starting to impact correlated palm oil sector
US derivatives regulator to consider further CCP risk management measures
Increased volatility will spur demand for risk management tools in Asia
Charles Li says stock connect programme can be expanded significantly
Dealers say some domestic firms may have found way to avoid clearing
Quarter of firms would suffer negative cashflows in prolonged low interest rate scenario
Market players express doubts over accuracy of quotation system
Firms looking to de-risk but the Tarf issue could re-emerge
Reform process underway but global firms need convincing it will succeed
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.