End-users set to bear brunt of losses, say lawyers
US regulator will lean on international principles – but to what extent?
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 Clearing articles
European members of non-EU CCPs face "capital cliff"
Significant global players not on list to join Shanghai Clearing House
Sponsored Q&A: OCC
Sponsored forum: Clearing & segregation
CCP exposures not in scope of new regime, but clearing members are
Sponsored survey analysis: IBM
New chief exec prepares for "intense" European clearing fight
Sponsored webinar: Collateral and counterparty tracking
Corporates lag other participants; less than a third collateralising
German CCP cites cross-product efficiency as chief advantage
Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
Clearer is talking to banks about possible service
Japan expands scope of clearing regime
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.