Financial rules putting progress towards liquid and transparent markets at risk
Banks warn prices to rise under new regime
Transparency rules for bilateral trades will end relationship-based pricing, banks warn
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A requirement to report trades under the European Market Infrastructure Regulation kicked in on February 12, creating a rush to comply among energy derivatives market participants. Some firms have s...
12th Annual European Fund of Hedge Funds Awards 2013
Firms that manage family fortunes say structured products have come a long way since the financial crisis, but their use in family office portfolios remains limited
The ability to infer daily performance from less frequently observed returns data can help hedge fund investors understand intra-month gains and losses
Regulators' demands for more transparency are loading a heavy burden on to compliance, IT and operational risk teams at financial institutions. But collecting the data could have unforeseen benefits...
Market-makers will be uncomfortable taking on less liquid trades if instant reporting is required, warns a panel at Isda's European conference
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.