New approach to liquidity risk intended to reduce the regulation's pro-cyclicality
The Shanghai FTZ could prove a rival to Hong Kong if the experiment is a success
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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Australian industry needs additional time to set up trade reporting infrastructure
China wealth management keeps faith with trust products
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
LNG importers hoping for quick move to flexible pricing mechanisms will be disappointed, say market participants
Aspect delivers its software in a way that significantly speeds up implementation and processing time
Despite cutbacks in Europe and the US, Deutsche Bank’s Asia commodities franchise continues to impress
Australian regulator blasts potentially misleading marketing documents
SFC readies decision on waiver for professional investors
Enter the professionals
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.