Trading on swap execution facilities started in earnest in October, but two months later Asian institutions are unclear what it actually means for them. What steps are they taking to adapt to the new set...
Market is too concentrated to cope with a default, participants warn
Japan equity derivatives and RMB are set to repeat their success of this year in 2014, according to senior figures active in trading Asian markets, however regulation remains a concern. Eight banks give...
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 Derivatives articles
Product launch "incomprehensible" in saturated currency futures market
Overhauling old systems is still the biggest driver for anticipated technology spending increases, but prudential and market regulations are growing in importance
Low interest rates revealed weaknesses in the industry’s standard fixed-income derivatives pricing model. Risk’s technical articles this year tackled the problem in diverse ways. Laurie Carver gives an overview and introduces the annual roundup of...
The funding valuation adjustment (FVA) is the biggest controversy of recent times in quantitative finance. Now the authors of the original FVA paper are back – and think there may be a solution. Laurie Carver introduces this month’s technical articles...
From collapsing equity repo rates to footnote 88, and from the leverage ratio to new clearing house liquidity rules, the year has been full of surprises, many of them unpleasant. By the end of 2013, an industry that had seemed to be back on its feet was...
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
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