Dealers: we're 'sitting ducks' in Treasury market overrun by HFTs
Splitting off prop trading would ‘complement’ EU resolution regime
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A bad-tempered congressional committee hearing sees US regulators quizzed over Volcker rule costs
Commodity businesses must have broad client base to absorb increased regulatory costs, says JP Morgan commodities head
Post-crisis regulation tends to be spoken about in pretty cold, impersonal terms – the pressure on bid-offer spreads or return-on-equity, for example. It’s easy to forget there is another type of...
Traders of the lost art
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.