Liquidity provision in energy derivatives is not Vitol's role, says Taylor
Be open about liability illiquidity, urge panellists
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 risk articles
Concerns raised about liquidity in stressed environments
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
Interest rate derivatives house of the year: Goldman Sachs
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften t...
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number b...
A careful balance
It’s no surprise to find that Société Générale Corporate & Investment Banking (SG CIB) was involved in a large, long-dated equity repo transaction with a US bank last year. What is more surprising...
Borrowing the stake for a bet is as old as the hills – and so is losing it. But how much debt is too much for a given position? A group of quants believe they know. Laurie Carver introduces this m...
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.