Some buy-side firms avoid illiquid underlyings over manipulation risks
Trading houses and hedge funds said to be taking bigger positions
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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Central banks could consider direct interventions in critical markets
Response to criticism of deference to big banks
Pay packets up in 2014 as average hedge fund returns 3%
Operational risk managers highlight repeat failures at firms
Bank says economics, not regulation, drove physical commodities sale
Chanos also takes shot at Sotheby's at Sohn conference
Poor IT risk management threatened UK financial system
Banks praised for leaving high-risk markets, but more work needed
EM currencies to get the best of the OTC and exchange worlds
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
FSCP proposes simplified charges for UK asset management funds
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.