Dollar bias of US uncleared margin rules will impact swap pricing
Dealers say some domestic firms may have found way to avoid clearing
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 Japan articles
Despite some high-profile failures banks and index providers are bullish
Onshore derivative market is the focus for Osaka Securities Exchange
US and Europe must recognise third-country rules as equivalent sooner
Japanese clearing house will soon be able to clear for US clients
Nikkei lag to recent yen depreciation attracts hedge funds back to Japan
Only banks with ¥6tn in derivatives must trade swaps electronically
South Asia set to drive development of derivative market in the medium term
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.