Asia top story
No regulatory focus on emerging Japan liquidity swaps market
Divide and rule
CCPs should have complete transparency on risk to prevent margin-related failures
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 Asia top story articles
Asian regulators' partial recognition of Level 2B assets justifies revised Basel liquidity approach
Europe and the US have launched a number of initiatives as part of their drive to regulate the OTC derivatives markets. Jacqueline Low from the International Swaps and Derivatives Association explai...
Loss of capital fungibility creates systemic risk, according to BAML compliance head
HKMA concerned over the development of cross-border equivalence regulation
Dispersion trades return to Asia but dealers say this time the risks involved are manageable
Asia Risk awards 2013 winner: Standard Chartered – Derivatives House of the Year, Asia ex-Japan
Australian securities regulator positive about receiving US approval for the domestic regulatory regime
Global forex division managing director David Ngai warns of the challenges associated with centrally clearing physically delivered foreign exchange products
New approach to liquidity risk intended to reduce the regulation's pro-cyclicality
China's slower growth rate and rising risks in credit-based WMPs are pushing policy-makers to diversify investment products
Foreign banks operating in China's OTC markets face punitive capital charges
State Bank of Pakistan outlines its Basel III capital requirements for domestic banks
SGX head of clearing risk urges greater cooperation among region's regulators
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.