Ready for the horizontal-versus-vertical fight
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 Lch.clearnet articles
Banks and CCPs are pressing for changes to method of calculating default fund capital
JP Morgan veteran Ina Drew quits after $2bn trading loss
A third of the figure was cleared in the last month alone - and volumes are expected to increase rapidly as clearing deadlines approach
Push, ping or hub
Australia's latest consultation paper outlines only "incremental steps" to central clearing
Regulators are looking at how financial markets could be proofed against the collapse of a CCP – but there are more questions than answers at the moment, says the EC’s Patrick Pearson
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.