Greenpeace activists burst into exchange ‘commando style’
Dealers query risk management, valuation and default management
The institutionalisation of P2P lending is creating new risks, critics warn
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
Small derivatives hedgers bewildered by emails from regulator
Former SG Asia sales head Nicolas Reille joins Natixis in Hong Kong
World Bank launches the first environmental structured product
It's not clear how swap reporting will be enforced, critics say
Current exodus only the latest downturn in a boom-bust business
Other commodities moves at Citi, Danske Commodities & Marex Spectron
A burst of new regulation is forcing firms to re-examine asset allocation
Electricity market excites investors, but challenges remain
Adjustment to discount curve adds complexity to task of hedging liabilities
Complex investigations and delays in trials over index rigging
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.