US bank accused of manipulating client valuation reports to mask profits
Response to criticism of deference to big banks
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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Move follows series of structured products hires at Canadian banks
Bank of America and Citi likely to be in the second wave of banks
UBS in Australia sold off CDS portfolio in fixed income scale-back
First-wave filers unclear on regulators' resolution expectations
Wall Street is cutting back, not quitting the market altogether
Other commodities moves at Mercuria, EDF Trading, BTG Pactual & PVM
Other commodities moves at Icap, PetroChina, BAML & Evolution Markets
Hedging remains an issue until futures are launched in November
Basel III pushes US and European banks to Asia
Yen and dollar funding discrepancies hit Nikkei options market
The US Federal Reserve has moved to tighten the rules on physical commodity trading by banks, citing fears they might suffer huge losses as a result of an environmental disaster. How valid are such ...
Losses manageable now but if the Nikkei goes under 13,000, "there will be panic"
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.