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 Risk management articles
Energy Risk Annual Awards
The integration of Europe's financial markets faces an acute danger from resurgent nationalist self-interest among its regulators, Barclays Capital's head of rates and private equity and regional he...
A panel of hedge fund risk officers disputed the need for increased transparency in the industry today during a debate held at Risk ’s Global Risk Summit in Monte Carlo.
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.