JFSA aims to avoid a repeat of Sef mandate liquidity fracture
A side-effect of tough bank capital rules could be the rise of dark pools for credit trading
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Name give-up a way of shutting market to non-dealers, critics claim
Only banks with ¥6tn in derivatives must trade swaps electronically
Buy-side firms complain about the documentation burden ahead of the October 2 Sef deadline
Push, ping or hub
Voice in the wilderness?
Dodd-Frank caused Deutsche to look at reinventing its Autobahn platform as a Sef – but dealers now see a future for their platforms as price aggregators
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.