Illiquid hedge funds vehicle continues to find opportunities
Falling over-the-counter energy volumes in Europe and the US push liquidity to top of risk management agenda
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 Illiquidity risk articles
The chief economist of Sweden’s debt office fears new rules on available-for-sale securities will make government bonds less liquid
This paper examines the effects of introducing an auto-collateralization scheme in a simulated securities settlement system. Using artificially generated data, it shows that auto-collateralization can...
A reliance on liquid demand deposits may pose problems for Indonesian banks with no other obvious sources of funding
A current focus on operational risk by senior management should be grasped by op risk teams to make key improvements
An Arch economist
European banks need to reduce mismatches between their risk appetite and the risk appetite of investors, says Deutsche Bank chief credit officer
Requirement for banks to post initial margin when trading with each other will result in huge amounts of liquid assets being locked down, according to analysis by one US prudential regulator
Lyxor and Deutsche Bank invite other European ETF providers to join a conference call next week to discuss the setting up of a new industry body
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.