Stakeholders have given up hope of accounting convergence
Attempts to forge ever-closer union could destroy the EU
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 Opinion/Risk Management articles
Invisible framework enables risk management in a more efficient manner
Financial institutions must ensure clients' interests aren't compromised
How to do business in red flag states
Supervisors have given large banks three years for root-and-branch reform
Fed proposal is driving banks out of physical markets
Early warning signs can provide vital clues to firms with ‘feet of clay’
Delayed impact of 2008 crash means higher capital demands
Data-sharing consortiums depend on trust, but individual firms face a prisoner's dilemma whereby providing false information can sometimes be beneficial
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.