Recent mark-to-market gains on legacy yen-denominated loans make now a tempting time to hedge, according to Thai market players
Three regulators, including the RBA, reveal how they will decide whether and when to implement mandatory clearing requirements for OTC derivatives
More Aaron Woolner articles
The value of early termination clauses in derivatives depends crucially on the type of close-out value used and on the counterparty risk, and embeds optionality in even the most vanilla swap contracts. In the case of the so-called risk-free close-out,...
Single bank default could affect multiple CCPs, leading to crippling default contribution for existing members and a chain of bank failures
The cost of reducing systemic risk is too high for the real economy, says Isda deputy chief executive
Initial margin requirements could increase liquidity strain on firms in smaller markets
Planned one-basis-point charge will be levied multiple times in cleared trades – and could “kill the market”
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
UK, 18th Mar 2015
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014