A round-up of the year’s topics, trends and citations in Risk's technical articles
How much margin is missing in sovereign swaps? The stress test had the answer
Bank will remain a market leader despite Mercuria sale, say new co-heads
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
Banks believe they can cut the notional value of their swaps books in half by the end of next year
Insurance tie-up is part of trend for firms to maximise efficiencies
Two of the 30 firms contacted by Risk say they will fall into Emir’s crucial category two
Complexity makes precise effect of EU legislation difficult to predict
Reform process underway but global firms need convincing it will succeed
But advisers add little value, select large under-performing funds
Order books could get a boost if regulator bars brokers from revealing counterparty IDs
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.