FSC chairman says the regulator's focus is not "the domestic banking sector's profitability"
European and US regulators differ in their treatment of inter-affiliate trades
A lack of netting statutes and low volumes make requirements excessive for emerging markets
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Exporters dump forwards; others hedge for the first time
Foreign firms may avoid Shanghai crude futures, some participants warn
Analysis shows markets can be overly sensitive to single-factor events
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This paper assesses the performance of the real-time diagnostic of the bubble regime in Chinese stock markets.
Asian nation takes another step towards renminbi liberalisation
Japanese government pension will invest in hedge funds in three years, predicts FoHF
Not uncommon to find companies fabricating accounting statements in China
Industry well prepared for renminbi turbulence after learning lessons of 2014
China central bank intervention causes unrealised corporate hedging losses
Beijing-based supranational expected to be heavy swaps user
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.