Risk Awards 2015: Software is like Facebook for bond traders - but useful
Order books could get a boost if regulator bars brokers from revealing counterparty IDs
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Icap takes the top spot as brokers struggle with Sef switch-on
Implementation will only increase uncertainty, argues EEX COO
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Brokers perform a key role in many financial markets. They introduce buyers to sellers, perform a useful role in price-discovery and provide a source of market information and commentary to market participants...
MAS confirms it is granting interdealer brokers temporary exemptions from registering as futures brokers
The CFTC's broad definition of a US person could leave European hedge funds facing conflicting rules
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.