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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Banks have launched a swathe of S&P 500 leveraged return notes on the back of new highs for the benchmark US equity index
Trade of the month: the impact of RDR on structured products
Financials, energy and natural resource stocks form the basis of most of the latest raft of reverse convertibles from UBS
Reverse convertibles from UBS linked to Chesapeake Energy shares have the highest riskmap scores in the latest filings with the Securities and Exchange Commission
Ten leveraged return structures from four different issuers in the latest SEC filings show that a degree of risk appetite has returned to the market
Exchange-traded funds form the basis of a raft of structured products registered with the US regulator in the week ending June 8
Swedish wealth manager Garantum Fondkommissionen and Swedish Export Credit Corporation returned to the US structured products market last week
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.