3 real-lfe lessons from the market on intraday liquidity and gross FX settlement.
June 26, 2014
Things are moving! There are new rules coming into effect on Jan 1 2015 about measuring intraday liquidity and on settlement risk for FX trades that settle gross. Several conversations with industry friends over the last two weeks have revealed what banks and regulators are thinking. Comments on the following would be very welcome. This […]