In this study of five developed markets, we analyze the sizes of portfolios required to achieve the most diversification benefits. We compute several widely accepted measures of risk and use an extreme...
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 Black Swans articles
Corporate treasurers should make sure their forex counterparties are properly prepared for the possibility of further black swan events in the foreign exchange markets, senior Lloyds banker tells AC...
A risk too far?
Swimming with the black swans
Op risk should play a dominant role in the development of ERM, says Thomson Reuters’ Philippe Carrel
"Black swan" operational risk events such as terrorist attacks, disruptions to payment platforms and outages to power grids are the biggest fear for JP Morgan Chase’s chief risk officer Barry Zubrow....
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.