Group will study impact of Dodd-Frank on energy firms, Giancarlo says
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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Over $600 billion in index CDS volume switches to new venue where dealers guarantee liquidity to each other
Asia Risk Awards 2012 winner: Fenics Trader (GFI) – Technology Development of the Year
The interdealer broker is expanding the footprint of its forex derivatives platform by adding Asian and African currency pairs
New deputy chief risk officer - and new business line, to be headed by Sindzingre - at SG CIB; clearing musical chairs as Huszar leaves Morgan Stanley, Allen leaves BAML for Deutsche, and Page becom...
The voice of reason?
Hitting the top in turbulent times
Broking's Big Bang
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.