Market is too concentrated to cope with a default, participants warn
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften the...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Matt Cameron articles
Asset managers call on regulators to amend Ucits rules
Canadian regulator wants its banks to compete on same terms as US rivals
Derivatives dealers are starting to voluntarily post initial margin to each other, in an attempt to reduce the capital they hold for derivatives counterparty risk. The savings can be significant, but some observers are worried about the liquidity of the...
Banks tout 'tremendous' capital savings as Bank of America, Barclays, Citi and other swap dealers start using illiquid assets as initial margin
Differences in national regulations need to be ironed out, says Patrick Pearson
CME Group has no plans to alter haircuts on US Treasury bills, despite some concern that politicians will fail to avert a US default on October 17
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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