Stock exchange group has “excess cash”, says group CEO
Caps and limits likely for private exchanges
SFC proposals to keep retail investors on the lit market come under fire
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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Decline in broker-dealer dark pool volumes after Asic introduces requirements for price improvement
Asic less concerned with high-frequency trading but is clamping down on dark pool operators
Liquidnet founder, Seth Merrin, believes Asian exchanges should think ‘bigger picture’ by focusing on reclaiming liquidity from institutional order flows by linking up with dark pools
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.