Markit and Bloomberg claim Red codes and Figis should be used for trade reporting
The role of banks in physical commodities is poorly understood, but it is not indispensable
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Protecting 'Aunt Millie'
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India central bank views repo as an increasingly important market in the wake of Basel III implementation
The move to central clearing will generate a wealth of information on derivatives around the region – but making use of this requires both trade repositories and data sharing. Progress on both has...
Experts say appeal is unlikely – and CFTC must prove commodity market speculation before re-proposing limits
Brief filed by 17 Democrats at DC court will not influence court, says Sharon Brown-Hruska
Hard times for metals markets
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.