Worries over counterparty credit risk stymied the development of the market for exchange-traded notes, but as those concerns recede and the products spread outside their home in the US, 2010 could b...
The collapse of Lehman Brothers has brought new weight to calls for open architecture structured products platforms in closed US distribution channels, to sufficiently diversify client credit risk. Even...
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 Keith styrcula articles
Private bankers are buying an increasing number of structured products linked to currency movements in a bid to provide more attractive yields to their clients.
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.