Officials seek better data "to understand the dynamics of these markets"
Current regime gives platforms easier ride on transparency
More US Treasury articles
Testing criteria for equity-linked products branded a “joke”
Firm is first non-bank on Bloomberg, but primary dealer catch means it cannot join Tradeweb
US Treasury market has seen eight intraday moves exceeding five standard deviations since 2012
Official post-mortem considers claims that options hedging amplified October 15 move
US dividend-equivalent tax change will hit high-delta products with withholding tax
Dealers still worried exchange has motive and means to create monopoly
Prudential rules sought to bring about new market structure, says ex-BoE deputy governor
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Roughly two-thirds believe trade talks would help fix swaps problems
Taiwan insurers shun structured products amid low volatility and rates
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.