This paper analyzes daily patterns in the settlement of payments in the European TARGET2 settlement system using a unique transaction-level data set. For the first time, we provide insights into the intraday...
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Traders of the lost art
A portion of the European derivatives market will eventually be required to trade on OTFs – but change will be hampered without bank involvement, panellists say
Panellists at Asia Risk Congress say collateral management rules will reduce activity in areas such as structured products
Basel capital rules and regulatory reform stymie risk appetite of major banks in commodities
A basket is a set of instruments that are held together because the set's statistical profile delivers a desired goal, such as hedging or trading, that cannot be achieved through the individual constituents,...
Tweaks to Mifid text would allow owners of OTFs to engage in matched principal trading
ETFs have been a positive influence on the trading of related futures and securities markets, according to an Edhec survey
Stockman hired after Roseman dismissed for raising liquidity risk concerns, a congressional committee hears
Members of the FX Joint Standing Committee comment on the recently reviewed Nips code, which includes a new section on electronic trading
Energy risk managers must develop a sustainable reporting system and not focus on finding "perfect technology", says ConocoPhillips risk manager
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.