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
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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Grasp of market psychology key to success, says Centaurus founder
Dealers may push for get-out clauses in trades with smaller clients
Financial models fall down in energy markets, argues Kaminski
Issuers pleased as Esma proposes exemption for covered bond hedges
Incomplete reports would be sent back to market participants
Banks will "revisit their presence" due to liquidity and leverage charges
AIFMD implementation in jurisdictions is a key factor
Supervisors need level 1 intervention to fix Emir and Ucits
Credit Suisse and Yorkshire fined for serious breach of duty
20 individuals honoured, marking 20 years since magazine's launch
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.