Spread option pricing: importance of forex risk factors illustrated
Regulator estimated first-round costs at $100,000 - but some dealers claim to have spent $750,000
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Clearport courts emerging market derivative exchange products in a bid to reduce systemic risk in commodity markets
Energy companies say key definitions in recently adopted US financial legislation are too broad or need clarifying, and call for additional 'trader' classification
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.