Despite the deadline for introducing central clearing already passing, a number of questions are unanswered. Leading figures from around the region voice their concerns
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.
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Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
Article 17 of AIFM seeks to impose strict liability on depository banks that could have far-reaching ramifications for the industry
Banking systems with small numbers of large banks are more stable and less likely to undergo crises, according to World Bank and NBER economists.
Implementing new concentration risk guidelines by the end of 2010 could be problematic, according to a UK banker at a public hearing on March 12 to discuss the draft guidelines from the Committee of European...
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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.