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 articles
Tougher liquidity reporting standards imposed by the Australian regulator won't be a problem for the country's four main banks
As the CFTC prepares to finalise its rules on extraterritoriality, some firms in Asia are working to minimise the impact on non-US entities
Getting on top of ANZ's "super regional" strategy is the chief risk officer's main focus
The global thirst for high grade collateral resulting from OTC clearing will require Asia playing a greater role in future, according to Jeffrey Tessler, chief executive of Clearstream
Foreign commodity firms operating in China are settling via RMB in order to circumvent a potential weakening of the dollar
Investors increasing their exposure to high yield bond funds is an area of concern, according to Bénédicte Nolens, head of risk and strategy at the Securities and Futures Commission
Speaking at the Asia Risk Congress, CIMB head of rates, funding and structuring Chu Kok Wei sets out his concerns over the move to central clearing in the region
The race for automation
Interviewed at the Sibos conference in Osaka, David Puth talks about growth plans for Asia and the risk management implications of central clearing
Hong Kong doesn't give local banks any latitude over the data inputs to their risk models, says one risk manager from the Special Administrative Region
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.