Government needs to establish local rates standard, say global banks
Failure to apply hedge accounting means derivatives bring balance sheet volatility
Low volatility and greater local competition hit global banks' numbers
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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Technology has a crucial role to play, financial executives say
Job changes in the derivatives, regulation and risk industry throughout Asia
Latest relaxation of Taiwan's financial regulations gives local banks access to massive market
Credit Suisse and one other private bank to sign to Melbury platform
Enough collateral in the system for now – but this will change
Dealers are predicting up to a 50% spike in business next year
Core rates products may only be offered to “key clients”
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.