Proposed capital charges would force changes to product mix
Former MEP says UK would have "blindly copied" text of Basel III
Last-minute AIFMD applications may be rushed through by regulator
Increasing participation seen as crucial to repairing pricing
Manipulation worries spur debate over Texas power market rules
In this paper, we consider the problem of optimal partial hedging for a contingent claim subject to a preset hedging budget constraint. Under some technical assumptions on the hedged loss function and...
The management of a liquid asset portfolio that can be used to generate counterbalancing capacity in liquidity distress is quickly emerging as a core function in banks. The new Basel III liquidity risk...
No ambiguity in 2014 contracts, but questions exist over 2003 vintage
Singapore and Mauritius could benefit from plans to change tax treatment
EU push for FTT promises more work for bank op risk and compliance teams
Officials should leave non-guaranteed trades alone, says former SEC chair
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Isda directors warn on fragmentation, access and liquidity - but expect problems to pass