Christopher Whittall
Foreign exchange derivatives house of the year: JP Morgan
Original headline:
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...
Original headline:
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...
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The Basel Committee has finalised its Basel III package - but work in certain areas will continue into 2011
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More Christopher Whittall articles
Banks moving to build liquidity ahead of Basel III
Original headline:
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...
CFTC heeds buy-side demands for increased margin protection
Original headline:
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...
Market endorses 'elegant' CFTC proposal on margin
Published online only
Legally segregated/operationally commingled approach to margin segregation attracts praise from buy- and sell-side.
Lehman opts to settle over Dante flip-clause transactions
Published online only
Trustees relieved as settlement looks imminent
The risks of high cross-asset correlation
Original headline:
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
Concern over scarcity of high-quality assets forces CCPs to broaden...
Published online only
Ice Clear Europe accepts gold for margin, while LCH.Clearnet is also working on extending eligible collateral
Dealer concern over proposed change to client margin segregation
Published online only
Ice Trust estimates it might have to increase initial margin by 63% to cover risk.
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