Derivatives
Del Missier: "status quo won't work" for long-dated trades
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Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Original headline:
Rock bottom interest rates in a difficult macro environment and the prospect of upcoming regulations have led to a need for banks to focus on products optimised around constraints. As the mood remains...
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The development of an index CCDS product will help market participants hedge counterparty risk, say proponents
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New Prime Finance panel could tackle debt crisis disputes
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An arbitration panel set up to tackle derivatives disputes could also tackle eurozone debt crisis issues, says Jeffrey Golden, architect of the Isda master agreement
Q&A: Michael Spencer on Europe, Tobin taxes, OTC reform and futures...
Original headline:
A Europe-wide trading tax is under discussion in Paris and Frankfurt, but has no chance of being approved by the UK, Icap’s chief executive Michael Spencer tells Duncan Wood
Sponsored forum: OTC derivatives
Original headline:
With just one year to go until the end-2012 deadline set by the Group of 20 (G-20) nations for all standardised over-the-counter derivatives to be cleared, a number of uncertainties remain – not least, whether the global regulators will meet the deadline....
CCIL’s Roy: CCP settlement for Indian CDS three years away
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The Indian CDS market, which started trading at the end of last year, will need three years before trades can start being cleared through a central counterparty, says clearing house CRO
Hybrid correlation matrices
Original headline:
Integrating available implied volatility data into a historical correlation matrix is an essential part of calibrating a Monte Carlo credit value adjustment pricing simulation at the portfolio level, but can yield nonsensical results. Someshwar Roy and...
Swaps push-out a 'vast overreaction', says OCC's Walsh
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Section 716 of the Dodd-Frank Act is based on a misperception of OTC derivatives, says acting OCC head - who also acknowledged criticism of US uncleared margin proposals
Icap's Spencer: 'not a prayer' of UK agreeing to FTT
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Proposed EU trading tax would be vetoed by UK, says Icap's Spencer - if not, the broker will move its London HQ to New York
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