No guarantee of equivalence being granted to Asian clearing houses
Failure to define a "significant or direct" threat to the US economy has brought regulatory overreach
Availability of asset swaps key to hedge fund demand for convertible bonds
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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Product launch "incomprehensible" in saturated currency futures market
Increased funding options welcomed in the face of a potential spike in Australia consumer credit growth
Ashley Alder says European cross-border CCP regulation is not relevant to Asian markets
UK bank looks to offer clearing option outside US regulatory requirements
Asifma head Austen wants exclusion of initial margin from Asian jurisdictions’ derivatives market regulation
The existence of multiple rule books may deter issuers and investors in securitisation
CFTC makes clear swaps between non-US swap dealers and non-US clients will be caught by Dodd-Frank if they are arranged, negotiated or executed by US personnel
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.