Proposal for CCPs to act as clearing members for each other receives backing of Thai regulator
The relaxation of Basel III’s liquidity coverage ratio (LCR) requirements have been a major boon to trade finance, a sector which expected to suffer badly from the new regulatory regime. But not a...
New MAS proposals to unify investment guidelines for all insurers, and in doing so limit derivatives usage, will not affect existing investment policies for insurance firms
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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Pilot programmes by the CSRC to encourage OTC derivatives trading for securities companies in China
While foreign hedge funds have been driving down the value of the yen, now Japan insurers may strengthen the trend
Doubling Japan's inflation target has been viewed as a big deal internationally but players on the ground say the impact on the domestic inflation market has been limited
The largest pension schemes in Hong Kong can potentially be exempted from Fatca after being judged by the US to be low risk for tax evasion
CME to offer CNH futures from February 25; becomes second provider after HKEx launched CNH futures contract last September
Attempts by the Philippine central bank to curb increases in the value of the local currency won't work, according to market observers
The renminbi appreciation society
Steeled for the fight
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.