Move to mandate non-deliverable forward clearing could drive forex futures market
Purely domestic business of little interest to the US group
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 Central Clearing articles
US derivatives regulator to consider further CCP risk management measures
Survey shows insurers are still grappling with challenges of central clearing
Enough collateral in the system for now – but this will change
US and Europe must recognise third-country rules as equivalent sooner
Around three-quarters of respondents expect clearing providers to stay the course
Suncor voices concern over clearing costs for derivatives dealers
Stack to fill vacancy left in clearing and prime brokerage
Sponsored survey analysis: IBM
Banks face dilemma over whether to join a number of Asia clearing houses
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.