Use of exchange-traded funds by Asian insurers on the increase
Poor products and lack of adviser education among concerns raised
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 articles
Discussion paper asks 139 questions on new transparency regime
Clearing members welcome Basel's fifth – and final – version of charge
Regulators and market participants think about priorities for 2025
Firms consider risk sharing arrangements and changes to product mix
Rob Mannix speaks to GreyCastle chief executive about its deal with XL
Companies invest in trade surveillance as regulators tighten scrutiny
Some try to stay below $8 billion threshold while others see it as an opportunity
Funds urged to build treasury savvy as prime brokers retrench
Firms consider the return of more volatile conditions
Measuring conduct risk and culture is now a priority for banks
Regional KYC requirements adding to global regulatory burden
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.