News / Risk magazine
Retroactive need to count up trades could hit clients this week
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
New rule 538 squashes certain off-exchange contracts
Paper proposes refinements to 'cover two' standard
Previously suggested process for UTIs now "should" be followed
Name give-up a way of shutting market to non-dealers, critics claim
Giant daily dealing bond funds and ETFs could cause the next crisis, GLG’s top fixed income manager says
Automated risk systems vital, says Tower Research Capital CRO
Core rates products may only be offered to “key clients”
Tougher leverage ratio in US prompts early review
Senior Fed officials speaking at New York Fed workshop
Real money firms have enough collateral to stick with swaps, buy-side exec argues
Collateral transformation facilities being lined up but are not being used
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.