Regulators go back to drawing board following deluge of criticism
Basel Committee overhauls standardised approaches
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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RBI considers further action to encourage overseas firms to use India's OTC and listed markets
Gérardin replaces Papiasse, who stays, but focuses on "remediation plan"
Eiopa's Jarl Kure: 'there's still a lot to do'
Exchange would have a monopoly on packages that pair swaps with US Treasury futures
Energy firms need clarity on 'seventh prong', commissioner says
Nikkei lag to recent yen depreciation attracts hedge funds back to Japan
CROs from top insurers spell out how to excel in their role
International standard-setters should not ignore legal-entity level view
Zurich CRO highlights three risks insurers will face in future
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.