Long way still to go
Wedded to the FTSE 100
Too much information
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.
More Features/Regulation articles
Form PF and the debate on buy-side risk
Joining the dots
How low can you go?
Regulators step up data demands
Breathing new life
A wider remit
Not yet in the clear
Participants at Energy Risk’s Asia conference in Singapore criticised the long arm of US regulation, even as others said firms were showing willingness to voluntarily adopt clearing and pre-trade ...
A recipe for disaster?
Keeping the lid on
Half a world away
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.