Longevity risk transfer market must overcome fundamental issues
Can management companies save hedge funds from the threat of AIFMD?
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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Over two decades, magazine has shared in industry’s highs and lows
Companies see potential in moving into new role as service providers
Tight timetable gives Europeans little time to comply
Shortfall in biggest power market exceeds $1 billion since 2010
Eurex and SGX can borrow from their central banks, while rivals have to rely on common-or-garden lenders
Jitters subside as industry ponders role of trading and mark-to-market accounting
Yen and dollar funding discrepancies hit Nikkei options market
Eurex's Singapore CCP finds favour with market, CME less so
Osaka and Tokyo exchanges set to merge derivative platforms in March
Korea trading snafu casts doubt on KRX's default fund structure
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.