The evolution of swap pricing
Co-head of European interest rates joins Brevan Howard
Derivatives market set for shake-up as confusion over how to price multi-currency CSA trades drives a push towards a standardised collateral agreement
Basel Committee makes alterations to counterparty credit risk rules
The Basel Committee has finalised its Basel III package - but work in certain areas will continue into 2011
Basel needs teeth
Basel Committee considers capital charges on CCP default fund exposures
Vote now in the 2011 Commodity Ranking poll, organised by Risk and Energy Risk magazines, for your top counterparty dealers.
More transparency in OTC derivatives is crucial – but regulators need the right kind of data, say conference speakers.
A new capital charge on bank exposures to CCP default funds could be introduced in December, says Osfi's White.
Push for global convergence in over-the-counter derivatives regulations means any US exemption is likely to be followed in other jurisdictions, says the EC’s Pearson
Three web seminars – in Hong Kong, London and New York – exploring key changes in international OTC derivatives regulation from a regional perspective
Time is on the slide
Pension pricing peril
Risk magazine will publish its annual awards in January. Find out how to enter
Best of RPI and CPI exposure will cost up to 100 basis points to hedge, as well as increase the size of liabilities, say participants
Isda's chairman discusses some of the changes in the regulation of the over-the-counter derivatives market