Financing cost for hedge fund marketing in Europe could reach "unviable levels"
Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
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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Former MEP says UK would have "blindly copied" text of Basel III
Hard to gauge impact of ambitious proposals, says market risk head
Manipulation worries spur debate over Texas power market rules
No ambiguity in 2014 contracts, but questions exist over 2003 vintage
Fed official also tackles repo, non-guaranteed affiliates and access to Sefs
But “cutting out the middleman” leaves room for co-investing
Officials should leave non-guaranteed trades alone, says former SEC chair
New sanctions on specific companies could trigger CDSs and complicate settlement
Dramatic growth in required swaps collateral at Swiss FCM
Paamco posits alternative to ETFs and mutual funds
Grasp of market psychology key to success, says Centaurus founder
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.