Purely domestic business of little interest to the US group
Dodd-Frank proposal relies on decades-old data, say energy firms
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 Cme group articles
Banks believe they can cut the notional value of their swaps books in half by the end of next year
No clear Australia strategy for CME while Eurex is kept waiting for a licence
CME's Taylor claims approval for US regime is being unfairly delayed
CCPs have ways to boost financial strength – none straightforward
Other commodities moves at CME Group, Deutsche Bank & NextEra Energy
New rule 538 squashes certain off-exchange contracts
Gérardin replaces Papiasse, who stays, but focuses on "remediation plan"
Exchange would have a monopoly on packages that pair swaps with US Treasury futures
Dealers query risk management, valuation and default management
Foreign CCPs may get surprise grace period
Energy contracts dip as firms avoid European regulatory burdens
Rival WCS indexes hinder growth of financial trading, firms argue
Paulhac says CME swap future is being pushed as a margin-light product for clients
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.