Multi-issuer platforms a growing alternative to listed exchanges
Low volatility is acting as drag on the take-up of local indexes
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.
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Delta-one desks say their arbitrage business has been cut back – contributing to an unprecedented collapse in implied equity index repo rates. Inventory pressures created by bank regulation are be...
Esma acknowledges industry concerns over delegated reporting provisions and confirms it is considering a one-year delay
The US Commodity Futures Trading Commission (CFTC) tried to regulate exchange of futures for swaps (EFS) transactions in 2004 and again in 2008. Then it tried to ban contingent EFS in 2010. All thes...
Returns of the Mac
One size fits none
It’s the biggest futures exchange in the world, so CME Group naturally has both friends and enemies. Some of its friends are very well connected – and some of its enemies claim this influence ha...
CME Group is a big, successful company – too big, according to some. Speaking to Risk earlier this year, Michael Spencer, the chief executive of interdealer broker Icap, called it a monopoly and said...
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.