News / Risk magazine
Clearing members pressure CCPs to put more of their own money at stake
Swaps reforms may not apply directly to firms with non-EU offices
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.
More News / Risk magazine articles
Capital charges will be ‘very difficult to explain’, conference hears
Capital benefits also remain intact for modelling banks, says Fed official
Industry would struggle to hedge risk following a dealer default, says Goldman's Frankel
Rise of standardised approach would be 'a loss for the banking industry'
Banks in other big EU states will be able to sidestep Basel III
Requirement to use new trading platforms will make market more costly, less liquid, end-users say
Traders say market for deliverable forwards has "disappeared"
Clearer is talking to banks about possible service
DTCC is able to find the other half of a trade for around 40% of reports
Repository has apologised to clients caught in Emir reporting backlog
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.