News / Risk magazine
Exchange would have a monopoly on packages that pair swaps with US Treasury futures
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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Isolating traders to prevent manipulation
Dealers say third-country rules could be “practically impossible” to apply
Banks and regulators face new risk culture challenges
Current plans unsatisfactory, says industry association
Huge buffer set tongues wagging, but has shrunk dramatically in past three months
Concerns raised about liquidity in stressed environments
Regulator seeks to clarify reach of reporting and clearing rules
Esma official invokes risk of “millions in fines” for Emir reporting breaches
Korean won swap liquidity could suffer if KRX service is not approved
Isda chair's comments at odds with industry calls for bigger CCP capital cushions
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.