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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Inter-dealer broker GFI is attempting to establish a benchmark daily 'revaluation fixing' service for currency options in response to new accounting standards designed to assign a fair value to deri...
The Hong Kong Exchange has agreed to let information vendors such as Reuters and Moneyline Telerate list its derivatives prices for the first time, in a move designed to improve market transparency.
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.