Sef rules are leading to regulatory arbitrage according to Asia industry players
Global regulations need a worldwide regulatory body to monitor to them
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/Asia articles
On the move
MAS joins the HKMA in looking to assist in global investigations of forex rate fixing
Loss of capital fungibility creates systemic risk, according to BAML compliance head
Indian regulators try an under-the-radar approach to launching a domestic interest rate futures market
HKMA concerned over the development of cross-border equivalence regulation
Legacy issues and the lack of alternative benchmarks mean Libor will remain the default benchmark of choice for OTC transactions
Dispersion trades return to Asia but dealers say this time the risks involved are manageable
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.