Order books could get a boost if regulator bars brokers from revealing counterparty IDs
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
No clear Australia strategy for CME while Eurex is kept waiting for a licence
Despite some high-profile failures banks and index providers are bullish
Demand is strong but supply is constrained due to stuctural issues
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
US regime differs on currency, threshold, eligible collateral and non-financials
CCPs have ways to boost financial strength – none straightforward
Traders fear swap market will be split by 0% floor disputes
Move follows series of structured products hires at Canadian banks
Vitol’s Bake and Icap’s Newman discuss evolution of energy market
Other commodities moves at CME Group, Deutsche Bank & NextEra Energy
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.