Winners announced on the night of November 20
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.
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State-specific timelines are making it difficult to compare data
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Biggest funds also exposed to US junk corporate debt
Bank withdrawals from commodity trading fail to dent enthusiasm
Tarullo and Wetjen say regulators should set standards for CCPs
Basel Committee overhauls standardised approaches
Exchange would have a monopoly on packages that pair swaps with US Treasury futures
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.