Industry undecided on whether own cost of funds or an industry average funding spread should be used
Clearing volumes dip as hundreds of new firms are caught by US clearing rules, but activity rebounded on June 11
Complete agreement proved impossible, but participants see new legal template as a good base for negotiations, Isda says
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Derivatives articles
Lower margin levels for swap futures could drive up risk-weighted assets for dealers, and erode the product's advantage, panellists argue
Citadel and Fortress have found some foreign banks unwilling to accept Dodd-Frank reporting rules, conference hears
Supervisors should ask dealers to prove they are favouring standardised products, says Fed official
Standard-setter decides trades can still qualify for hedge accounting when voluntarily novated to a CCP, but experts warn wider stance on novation could cause trouble
Client clearing is a new business for the over-the-counter derivatives market, with untested rules and – so far – largely unproven services. To shed some light on pricing and practices as the first clearing mandates take effect, Risk surveyed 21 early...
Hope and fear are two feelings that, in theory, should have little to do with central clearing. It ought to be a predictable environment, with clear rules and predetermined outcomes – almost all of which, for a client, are reassuring rather than scary....
The fact that swaps traders at Goldman Sachs and a handful of other dealers made a lot of money in 2008 and 2009 as a result of the industry’s switch to collateral-based valuation is an open secret. Exactly how they did it, and how much they made, has...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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