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 Solvency Ii articles
State of the art
Out of proportion?
Regulator updates internal model approval process
Capital charge should better reflect real risk of underlying assets, says asset manager, as survey finds insurers are looking to increase exposure to alternative assets
Eurozone instability making application of harmonised Pillar 1 ‘difficult’
New approach needed for US, says European Commission, as seven countries identified for assessment
Bernardino urges rapid vote on Omnibus II and a clear Solvency II timetable
Asia’s risk assessor
Arguments on artificial volatility dampeners must focus on fundamentals if political consensus is to be reached, warns Skinner
Calls for standard formula calibrations to be reduced further
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.