The spoils of war
The yen blues
Collateral agreements are becoming popular in the over-the-counter derivatives market. Masaaki Fujii and Akihiko Takahashi demonstrate its significant impact on derivatives pricing with a direct link to the cross-currency market. The importance of embedded...
Europe needs to act
Rules and regulations
Night of triumph
A structural shift
Preparing for domestic CDS
Standard Chartered has reopened its Start collateralised loan obligation programme for the first time since the global finance crisis spread to Asia. The bank has shed $1.25 billion of credit risk related primarily to loans extended to counterparties...
The G-20 does not plan to sit still after its historic endorsement of Basel III. New targets include too-big-to-fail institutions, the shadow-banking system and commodity derivatives, according to Chikahisa Sumi, deputy commissioner for international...
Best of breed?
Basel’s new 7% equity capital minimum welcomed
On the move
Mandatory CCP worries
Asia Risk awards 2010: Derivatives law firm of the year