Matt Cameron
Confusion reigns over the US Dodd-Frank Act
Section 716 of the Dodd-Frank Act will force swap dealers to hive off certain derivatives businesses into separate affiliates. But the legislation is fiendishly complicated, riddled with oversights and requires daring interpretative leaps, which has left both bankers and their lawyers flummoxed. Matt...
Bank results suffer after May volatility
Short volatility positions contribute to poor equity derivatives results
The swaps carve-out conundrum
Section 716 of the Dodd-Frank Act will force swap dealers to hive off certain derivatives businesses into separate affiliates. But the legislation is fiendishly complicated, riddled with oversights...
Morgan Stanley is mystery buyer of Natixis CDS portfolio
Morgan Stanley is said to have acquired the bulk of an €8.6 billion portfolio of complex credit derivatives from Natixis last month.
Goldman hit by short equity volatility position
Rumours of big losses in Goldman's equity derivatives business are borne out as second-quarter profits drop 83%.
Dodd-Frank margin intent delivers end-users a blow, despite reprieve
Senator's letter fails to assuage end-user concerns over non-cleared swaps
Surviving skew
Skew skyrocketed in May, breaking through levels last reached in 2008 after the bankruptcy of Lehman Brothers, while volatility and correlation also spiked. The dislocations are rumoured to have caused...
Sparring over global valuation
Dealers have typically used a variety of pricing models that are specific to certain asset classes and instruments. But is it possible for banks to build global models that can be used to price instruments...
Dodd-Frank bill sparks end-user margin fears
Reform bill ambiguity means end-users might have to post margin even if they don't clear swaps.
EC derivatives consultation stops short of detail on corporate exemptions
Long-awaited derivatives proposals focus on standards for central counterparties that clear OTC derivatives.
Topics of interest
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