Court will rule on compromise agreement between bankrupt city and swaps counterparties
The two biggest clearing houses for interest rate swaps, CME and LCH.Clearnet, have different margin models – which may affect the prices charged to clients by clearing members. It could also affect...
Dealers have sold products their clients did not need, says top quant – and industry must refocus on legitimate risk transfer
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Joe Rennison articles
A combination of hard work, caution and some luck saw the industry through the second of the three US clearing deadlines on June 10. But while it was a triumph for many, it proved testing for some. Joe Rennison reports
Some banks believe capital is - or will be - needed to support guarantees to clients
Regulators want capital and margin rules to encourage central clearing, but analysis suggests costs may currently be higher in the cleared world
Supervisors should ask dealers to prove they are favouring standardised products, says Fed official
Client clearing is a new business for the over-the-counter derivatives market, with untested rules and – so far – largely unproven services. To shed some light on pricing and practices as the first clearing mandates take effect, Risk surveyed 21 early...
US clearing rules do not exempt SPVs, but industry is split on whether other exemptions - for unclearable swaps - would apply
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Topics of interest
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014