Banks will "revisit their presence" due to liquidity and leverage charges
New set-up allows fast, tractable optimisation of trade execution, without neglecting downside risk
More Liquidity articles
We describe the network properties of the Korean interbank payment system (BOKWire+), apply existing methodologies for identifying systemically important banks and develop a new intraday liquidity indicator...
Volume 2, Issue 3, 2014
Eurex and SGX can borrow from their central banks, while rivals have to rely on common-or-garden lenders
Hoogervorst says work on classification and measurement "has been done for nothing"
BoE governor insists clearing houses must have enough liquidity to cope with default of two big member firms
A staff report from the New York Federal Reserve argues the evidence points to hedge funds rather than dealers precipitating the post-Lehman liquidity crisis, with implications for rules on prop tra...
Falling over-the-counter energy volumes in Europe and the US push liquidity to top of risk management agenda
In some corners of the over-the-counter energy market, liquidity has become increasingly thin during the past few years. As a result, firms need to think more creatively about how they handle liquid...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.