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.
More Restructuring articles
Most independent financial advisers are still unprepared for the implementation of the FSA's Retail Distribution Review, according to market participants
Central counterparties have been invited to join the Isda credit determinations committees – but they will not have a vote
Industry insiders have warned a UK Treasury Select Committee hearing that the FSA has shown a distinct lack of interest in dialogue over the FCA
Mustafa van Hien joins UK fund manager from Jones Day
Lifemark investors low down in pecking order for payouts
Intellectual property and internal talent could get caught up in bank prop desk divorce
Jon Pain to step down from UK regulator before proposed changes take effect next year
Major economies need to “come to terms with their debt” if they are to avoid the problems afflicting Greece, a leading economist has warned. As fears grow over the risk of a sovereign default in...
Risk’s deal of the year could barely have occurred under more inauspicious circumstances. For banks already stumbling under the weight of toxic assets, the collapse of Lehman Brothers on September 15,...
A restructuring of debt by Paris-based media and electronics firm Thomson in June has provided an early test for the International Swaps and Derivatives Association's small bang protocol. The Isda Europe,...
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.