Veteran appointed as head of origination and principal investments
Energy contracts dip as firms avoid European regulatory burdens
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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New areas for quant research are in abundance, but resources are not
CFO hacked and payments wired to China, Russia and Turkey
Power market shake-up on the cards, say industry observers
Jurisdiction unclear how regulator will police director capacity
Energy director-general also blasts “unjustified” energy subsidies
But rejects price efficiency of US index options trading
Out-of-step central banks could give market pause for thought
End-users set to bear brunt of losses, say lawyers
High-momentum, well-known growth names hugely overpriced
Agency powerless to address 'implicit guarantees' says chairman Mary Jo White
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.