News / Risk magazine
Foreign CCPs may get surprise grace period
After big banks sign up, unwritten rules mean a follow-up may be required
Some accounts given more winning trades than others, says senior regulator
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
Lower threshold in US proposals would catch more medium-sized banks
Around three-quarters of respondents expect clearing providers to stay the course
EC internal markets head says clearing system not ready for pension funds
Data shows users are not flocking to the product to avoid Sefs
Moving reference rate from Fed funds to GC repo rate to pose few problems
But concerns remain about effects on resolution and capital requirements
Fears relationship between credit indexes and constituents becoming more tenuous
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.