CNT fixing will be a boon for Taiwan’s derivatives market
Change to definition of unit-linked expenses would increase firms' SCR
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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Regulator announces reforms in response to financial crisis failings
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Central bank will coordinate switch to new risk-free benchmark
SCH volumes one third of SGX's after two weeks of trading
High-quality ABS will need some form of public backing to reach potential
Vontobel looks to replicate the success of its European platform in Asia
Revision one of several set to boost local market participation
Insurers are under increasing pressure to plan access to collateral
Changes will prevent stakeholders raising 'red flags' to certain proposals
Record-breaking settlement between Bank of America and US federal and state entities
Top regulators want FSB to fix clash between reporting rules and privacy laws
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.