In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
A clear alternative?
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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Fight the power
Multi-dealer platforms have to register as Sefs - but clients could choose to use other venues and avoid extra legal work
Look beyond loans
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Ratio could be a 'game-changer', dealers warn, as Basel Committee proposes counting received collateral as well as derivatives exposures
Fight over margin requirements for uncleared trades is not over, banks vow, but Isda will develop a standard model for use under the rules
Agency desks warn they could be driven out of the market as a result of business conduct rules
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.