Further liberalisation of Korea's capital markets gives securities firms a chance to expand
Increasing the potential liquidity pool a major aim for Australia volatility futures market
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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Equity-linked structured products booming, according to quarterly results from BNP Paribas and Société Générale
Singapore CCP looks to strengthen its risk management approach
An improved Japan economy is ramping up quant investor activity across Asia
No regulatory focus on emerging Japan liquidity swaps market
CCPs should have complete transparency on risk to prevent margin-related failures
Asian regulators' partial recognition of Level 2B assets justifies revised Basel liquidity approach
On the move
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.