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 articles
More regulatory co-operation is needed to ensure footnote 88 doesn’t hurt liquidity inside and outside the US
The role of banks in physical commodities is poorly understood, but it is not indispensable
Multivariate analysis is a powerful tool for finding significant relationships between business environment and risk losses
Authors of their own destruction
Up close and personal
Optimism as trilogue discussions recommence, but a long way to go before an agreement is reached
Extending the UK's powerful Bribery Act to cover fraud is superficially tempting, but will face difficulties
A fragmented view
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.