Huge US Treasury swing was result of hedge fund crowding and gamma hedging
Projections represent the only way forward
EU law threatens to engulf commodities industry in financial rules
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.
More Editor's letter articles
Fees lower but flow diversification raises firm valuations
Sydney home to world's fourth largest IRS market but is that big enough?
Collateral posters should pay when rates are negative, US banks believe
Massad’s CFTC appears to be moving away from mistakes of Gensler era
Credit repacks and collateralised loan obligations back en vogue
US move from T+3 to T+2 next in sights, says DTCC
Decision-making failures are being tackled in three very different ways
Regulatory ruling confirms what was expected of private placement regime
Huge losses will affect risk modelling and capital calculation
Corporate bond and commodity derivative sectors are the prize
Lack of long track record may deter investors
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.