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 Sovereign debt articles
Profile: Diana Monteith
Risk awards 2011
European leaders endorse EFSF model, as facility gears up for debut issuance of up to €5 billion
Contagion spreads: The Ireland effect
Is France losing its pluck?
Discussions are already under way behind closed doors, knock-on effects for bank capital could be substantial
CDS spreads on peripheral eurozone debt widen despite €90 billion in aid
Trinity College's Lucey adds, "Thank God we have an honest central bank governor. He's the first official to call it as he sees it."
(In) Solvency II
The rise of protectionism
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.