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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Q&A: Arif Husain, AllianceBernstein
Legal spotlight: Eurozone
In conversation with...Michael Hasenstab
A collective approach
Q&A: Ian Bremmer, Eurasia Group
In conversation with...Simon Pilcher
Korean regulator Jong-Goo Yi outlines how regulators are framing the debate on how to supervise systemically important financial institutions
Longevity swaps have yet to move into the mainstream – but bulk buyouts could be set return to favour
Traditional exchanges have nothing to fear from alternative trading venues as long as they keep innovating, according to the Singapore Exchange’s head of corporate and market strategy. OTC derivat...
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.