EU law threatens to engulf commodities industry in financial rules
FSCP proposes simplified charges for UK asset management funds
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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Sponsored webinar: IBM Risk Analytics
SSPA and SBA update rules on fees and prospectuses
XVA specialists spark debate on regulation and risk-neutrality
Greater role for risk management in strategic plans proposed
Liquidity is down and costs are up, compliance experts complain
Regulatory ruling confirms what was expected of private placement regime
More work required in Europe, says Index Industry Association's Redding
Advanced data analytics plays major role in SEC risk assessment
E.on and RWE resist NFC+ designation, while oil majors sign up
Some accounts given more winning trades than others, says senior regulator
Graduates must be warned of the serious risks of market abuse
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.