Liquidity
HFT adds value to the forex market, says Bank of England
The effects of high-frequency trading activity should continue to be monitored, but the practice adds value to the forex market, argues a senior Bank of England official
The financial crisis has thrown up numerous opportunities to study the relationship between volatility and liquidity – from the freezing of structured credit markets to the 2010 flash crash – but Nobel...
With trading of cleared OTC products set to migrate to a profusion of new platforms, dealers are planning to act as liquidity aggregators - and UBS has already taken a step in that direction. By Ramya...
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More Liquidity articles
Isda AGM: Margin regime ups liquidity risk, buy-side firms warned
Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference
National Bank of Belgium's Rudi Bonte on his first year of twin-peaks...
Rudi Bonte at Belgium’s central bank understands twin peaks supervision, having worked through its implementation there. And as a member of the Basel Committee and the European Banking Authority, he knows what to expect from Basel III and European standards....
New regulations could cause $7 trillion "collateral shock"
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
Ever heard of the WGMR?
As of April 3, typing the phrase ‘Working Group on Margining Requirements’ (WGMR) into Google yielded a total of three results – the same number as the Bangor Biscuit Appreciation Society (BBAS). Without meaning to impugn the BBAS, that’s a...
US dealers breathe easier as global uncleared margin rules take shape
The extraterritorial scope of US margin rules would have left US banks’ overseas swaps business in tatters, but an international working group looks set to deliver a reprieve by endorsing similar rules. In doing so, it could also create a liquid asset...
Liquidation cost: why mark-to-market values are wrong
Equity portfolios are marked-to-market on the assumption that each share will recoup that amount of cash – but exiting large positions has a market impact, wiping out value. New research indicates this dynamic may be governed by a universal law. Laurie...
New CFTC block trade proposals spark row over 67% threshold
US block trading rules have been reproposed following intense criticism, but many dealers suspect the new methodology has been designed to produce the same end result. By Peter Madigan
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