Peter Carr, the head of quantitative financial research at Bloomberg in New York, has left to join Morgan Stanley. Carr departs after seven years at Bloomberg. He is set to become Morgan Stanley's global...
The US government's bank stress tests appear to have been successful in stabilising financial markets, but some market observers believe they are obscuring broader systemic problems and could hamper...
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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JP Morgan has created an index that seeks to exploit the carry trade in emerging-market currencies.
Worries have been raised in the diamond industry about plans aimed at creating a derivatives market in the gems, which were aired in Antwerp last week.
Six international banks and financial information provider Bloomberg have launched a joint venture company to operate an online interest rate derivative trading platform.
ABN Amro has launched an electronic Swiss franc interest rate swaps trading platform on Bloomberg.
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.