Hong Kong securities regulator wants systemically important banks to improve their ERM
Australian market will broadly be able to follow domestic rules to comply with Dodd-Frank
No guarantee of equivalence being granted to Asian clearing houses
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 Hong Kong articles
Ashley Alder says European cross-border CCP regulation is not relevant to Asian markets
A rapid expansion in type and amount of RMB structures traded in 2013 signals how the Chinese currency is going mainstream. But dealers say the real test will come when the US starts to raise inter...
Increasing the potential liquidity pool a major aim for Australia volatility futures market
CCPs should have complete transparency on risk to prevent margin-related failures
Asian regulators' partial recognition of Level 2B assets justifies revised Basel liquidity approach
Dispersion trades return to Asia but dealers say this time the risks involved are manageable
Foreign exchange house of the year
US makes slow progress in signing up Asian states for Fatca IGAs
Exit of "tourist money" from Asia provides more attractive funding options for firms swapping CNH into USD
Nick Smith appointed as replacement
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.