Sponsored video: Societe Generale
Cross-asset groups are increasingly in vogue, but patience is key
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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A Kirk’s and a Bachelier’s formula for three-asset spread options
Banks are developing combined index strategies that allow investors to access a broader range of trading styles to maximise alpha
Asia-Pacific insurance sector leans further towards structured products
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.