Reverse solicitation to be judged on a case-by-case basis
Shanghai Clearing House product launch a global first
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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Lower threshold in US proposals would catch more medium-sized banks
Firms need technology solutions that can update in line with regulation
Cash supply and communications key for earthquake recovery
UBS in Australia sold off CDS portfolio in fixed income scale-back
Hiscox Re warns of poorly defined cyber risk in reinsurance coverage
Around three-quarters of respondents expect clearing providers to stay the course
Target redemption forwards with capped loss structure set for launch
Increasing interdependency and opacity of technology systems poses major risk
Bond and derivative markets not deep or liquid enough
Increased capital charges for equity and credit spread risk are fine
€50m structured note combines green bond with ethical equity index
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.