Too Big To Fail
Working group still grappling with capital, timing, bankruptcy issues
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 Too Big To Fail articles
Trafigura, Vitol and other trading houses unlikely to be captured by proposed criteria for global systemically important financial institutions
FDIC's single-point-of-entry method applauded but concerns still linger
The rapid growth of commodity trading houses has led critics to question whether these firms have become a source of systemic risk. But trading houses strongly reject such arguments, and suggest the...
Cross-border resolution could be harder under US-style capital and liquidity plans, says Finma's head of bank supervision
Switzerland went first – and furthest – on post-crisis banking reforms, making its industry a test case for the impact of the new regime. But it has not yet solved the too-big-to-fail problem, M...
Too-big-to-fail: the next Chapter
The Office of Financial Research is charged with supplying data to help US regulators assess potential risks to the financial system, but Isda panellists express scepticism over what data should be ...
The funding squeeze
Regulators are looking at how financial markets could be proofed against the collapse of a CCP – but there are more questions than answers at the moment, says the EC’s Patrick Pearson
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.