Liquidity risk
Alternative Liquidity Measures
Is book depth a sufficiently representative measure of market liquidity? A look at trade matching performance under different market volatility environments
Safeguarding liquidity in a changing environment
Nick Gant, head of fixed income prime brokerage for Europe, the Middle East, Africa and Asia-Pacific at Societe Generale Prime Services, discusses banks’ evolving responsibilities for providing liquidity in a post-financial crisis environment in which…
Tackling the liquidity challenge for insurers and pension funds
Sponsored feature: HSBC
Banks fear uneven playing field on NSFR
Asian jurisdictions likely to implement key liquidity metric before US and Europe
Blockchain smart contracts raise systemic risk concerns
Automated swaps margin payments could exacerbate systemic risks, regulators warn
Ice rule change will see members post more cash
Changes pinned on CCP’s lack of access to Fed deposit account
A referendum on clearing
Brexit margin calls show swaps CCPs are relying on funding strength of a handful of banks
Bank treasury transformed: Looking ahead to 2020
Sponsored webinar: Misys
Risk management for whales
Rama Cont and Lakshithe Wagalath introduce a liquidation-adjusted VAR
Regulators have 'keen interest' in FRTB liquidity effect
Isda AGM: Japan central banker says regulators should analyse liquidity impact of capital rules
Banking redefined: Helping clients succeed in the new market structure
Sponsored Q&A: UBS
Confusion reigns over Mifid transparency in forex
Banks could still be forced to disclose quotes under Mifir despite Mifid reprieve
Fed’s Dudley: liquidity warnings a ploy to weaken regulation
“Most arbitrage trading has simply ceased,” Goldman exec counters
Video: Basel III hasn't changed Asia banks' deposit approach
Asia banks slow to follow European and US peers in pulling deposit services, says BTMU's Tomballe
TruMid takes early lead in credit dark pool race
Nearly $2.5 billion of corporate bond trades have been executed on dark pools since May
Liquidity events becoming more common, buy-siders claim
US Treasury market has seen eight intraday moves exceeding five standard deviations since 2012
CCPs urged to implement liquidity risk charge
Quant Congress USA: liquidity charge might have exposed London Whale, academic claims
Repo market coping with liquidity regulation for now – bankers
Efficiency gains have kept capital supply up, but challenges remain
'Get used to it': central banks advise on liquidity risk
Central bankers fear buy side has not yet woken up to bond imbalance
DoubleLine warns of debt rollover risk
Asset manager plans to be liquidity provider if US credit market is distressed
Robert Litterman: lessons from the quant quake
Ex-Goldman partner says size, crowding and equity risk are bad for quant funds
Electronic trading of corporate bonds still work in progress
Industry members discuss the growth of electronic trading of corporate bonds
Buy-side firms reject market-making role
Client mandates and compliance mean dealers cannot be replaced like-for-like
Trading technology product of the year (vendor): Algomi
Risk Awards 2015: Software is like Facebook for bond traders - but useful