Dealers hoping to escape retroactive EU clearing mandate
Approach would be twice as efficient as planned uncleared margin regime, dealers claim
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Matt Cameron articles
Dealers found a way to protect some cross-currency swaps from heavy new capital requirements last year, by adding foreign exchange options into the structure – but the powers of the technique are ...
European proposal limits risk management tools to clearable swaps only, preventing options-based hedges
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
Interest rate derivatives house of the year: Goldman Sachs
Not too big to fail?
Regulators have increasingly been pushing for less reliance on bank internal models, but Osfi’s deputy superintendent of the regulation sector, Mark Zelmer, thinks internal models have a place
FDIC's single-point-of-entry method applauded but concerns still linger
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 t...
Asset managers call on regulators to amend Ucits rules
Canadian regulator wants its banks to compete on same terms as US rivals
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.