Firms warn dominance of Bloomberg and Tradeweb may not be healthy
Tougher leverage ratio in US prompts early review
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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Analysts extrapolate from £1.8bn FCA fine
Senior Fed officials speaking at New York Fed workshop
Real money firms have enough collateral to stick with swaps, buy-side exec argues
Collateral transformation facilities being lined up but are not being used
Fear of further plunges makes airlines reluctant to hedge, say dealers
Ideal toolkit would draw inspiration from US and UK
Onshore mandates give Asian economies the edge in developing forex clearing
Industry concerns over unintended consequences of tougher regulation
Insurers left uncertain about treatment of derivatives and equity release
Chief risk officers from boutique and institutional investment firms talk about their risk management and reporting platforms
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.