Firms look to alternative sources of liquidity
South Asia set to drive development of derivative market in the medium term
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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Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
Interest rate swap with €79 million notional is nearly half a billion euros underwater
Regulators want more consistency - and some are questioning AMA
Technology shortfalls and lack of liquidity compound challenges
ALM benefits potentially outweighed by rise in lapses
Oil firms turning to LLS, WCS, Mars and Midland for hedging exposures
Esma opinion may dilute Priips upon implementation, say observers
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.