Law firm at the heart of bitter and complex fraud cases
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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Medically underwritten buy-ins offer opportunities but with unique risks
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Low-level bribery happens, but avoiding the risk is practical, lawyers say
Insurgents increase involvement as major global banks retreat
Dodd-Frank Act to boost CFTC war on market abuse, says Meister
Firms consider structured options for assets to meet Solvency II criteria
"Financial revolution" can no longer be ignored, argues Krapels
Shanghai Clearing House lags regional peers, say market participants
Negative carry versus short-term rates is deterring firms from hedging
Rather than acting as a rival to SGX, DCE complements its Singapore counterpart, insiders say
Simplified product design and buoyant equity markets combine to revive Japan VA market
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.