ALM benefits potentially outweighed by rise in lapses
Redemptions of equity ETPs fell to $1.8 billion in March
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
Inflation swaps market has become illiquid with most activity on physical inflation-linked bonds
Hedging remains an issue until futures are launched in November
Rise in equity markets makes it less costly for insurers to de-risk
Simplified product design and buoyant equity markets combine to revive Japan VA market
Japan expands scope of clearing regime
Parallel fund structures given the go-ahead by the US
Yen and dollar funding discrepancies hit Nikkei options market
Second-quarter start date slated by the Japan-based clearing house
Cash business likely to stay with Nikkei 225 but derivative trades may shift
Losses manageable now but if the Nikkei goes under 13,000, "there will be panic"
Equity derivatives house of the year: Morgan Stanley
CFTC rule potentially captures legacy trades novated to CCPs
Australian market will broadly be able to follow domestic rules to comply with Dodd-Frank
European underlyings make up 70% of non-Japan uridashi issuance in 2013
Forward views: Senior Asia dealers give 2014 outlook
Availability of asset swaps key to hedge fund demand for convertible bonds
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.