‘Break chains' to benefit from volatility and illiquidity, says Advent
Liquidity plays a vastly underappreciated role in commodity markets
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 Liquidity articles
Regulatory changes are increasing the importance of collateral agreements and credit issues in over-the-counter derivatives transactions. This paper considers the nature of derivatives collateral agreements...
Volume 3, Issue 1, 2014
Insurers are under increasing pressure to plan access to collateral
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
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
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.