Dealers have had to get used to volatility. The past year has seen the Greek debt crisis and its spread to other European nations, causing the euro to tank in May and June. Meanwhile, the May 6 flash crash...
By its own admission, this year’s credit derivatives winner is not the biggest dealer on the Street. It has not been the largest liquidity provider and does not have the broadest client base. What it...
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 Christopher Whittall articles
Banks will be required to hold sizeable liquidity buffers under Basel III, mostly comprising cash, central bank reserves and government debt. But what will this cost, and how are bank treasury desks allocating that expenditure? By Christopher Whittall...
US regulators and some end-users are pushing for greater segregation of client collateral when clearing over-the-counter derivatives via futures clearing merchants. But dealers warn this will raise costs significantly for buy-side firms. Are they willing...
Trustees relieved as settlement looks imminent
Correlation between asset classes has remained at high levels this year, despite a fall in volatility. This presents a potential opportunity for traders, but could also pose significant risks. By Christopher Whittall
Ice Clear Europe accepts gold for margin, while LCH.Clearnet is also working on extending eligible collateral
Ice Trust estimates it might have to increase initial margin by 63% to cover risk.
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
Sweden, 15th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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