Draft rules would force EU banks to collect margin from non-EU corporates
Rupee appreciation threatens Indian IT sector with its high USD revenues
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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Negative carry versus short-term rates is deterring firms from hedging
Cross-asset groups are increasingly in vogue, but patience is key
Two companies say they have not been able to report to the DTCC's repository, and stopped trading swaps as a result
Regulators have left industry to come up with Emir trade identifiers - a huge mistake, according to one corporate treasurer
The race to report
Power hedging activity could increase with rising prices and greater regional variation across the US
Despite sharp falls in the value of the rupee and large dollar-denominated loan exposures, Indian corporates are not feeling the effect on their balance sheets
Supervisors ‘should accept the legislation that the council and the parliament in their wisdom have decided upon’, warns MEP
Three quarters of survey respondents believe regulators should copy the European Union’s CVA exemptions for trades with corporates, pension funds and sovereigns
New regulation on both sides of the Atlantic threatens to make money-market funds less attractive for corporate treasurers. Banks are hoping this cash will flood into fixed-term deposits instead, he...
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.