A reversal of the spread between offshore deliverable forwards and onshore NDFs that caused pain for speculators last year is unlikely to recur, say economists
Loss-making unit's RWAs would have tripled under Basel III, JP Morgan chief executive says - but attempting to cut capital burden made its hedges more complex
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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New York Fed will "stand down" as the CFTC and SEC "stand up", says New York Fed president
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
Middleware firms set to compete in creation of credit-checking hub - but critics say rival utilities would undermine the service
Dodd-Frank requires transparency for derivatives trading, CFTC chair says - and final Sef rules will reflect that
Central counterparties have been invited to join the Isda credit determinations committees – but they will not have a vote
Removing voice as an option would leave clients facing execution risk, says Isda chair Stephen O'Connor - but some buy-side firms see it differently
New regulations will help reduce systemic risk, but changes need to be made to certain parts of the rules, Isda chairman says
Despite ‘end-user’ exemptions, strengthened banking regulations are likely to impact energy corporates due to their reliance on banks and other financial firms to manage hedging programmes, says...
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.