Interest rate derivatives
The new normal: structurers learn to live with low interest rates
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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Jefferies is suing International Derivatives Clearing Group over claims the central counterparty’s futures contracts would replicate over-the-counter swaps – a case that turns on collateral and margin...
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Swap futures have had some bad press in recent weeks, but Eris Exchange insists it can make them work - and add diversity to the OTC market as a result
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More Interest rate derivatives articles
CME and IDCG revalue swaps using OIS discounting
Published online only
Switch to OIS comes a year after SwapClear revalued parts of its portfolio
SwapClear may assist OIS development
Original headline:
London-based clearing house may consider helping to build OIS markets in minor currencies, as it continues to move its interest rate swap portfolio to OIS discounting
New standard CSA could be rolled out in Q2 2012
Published online only
An implementation plan for the new standard CSA is set to be reviewed by the Isda board in September, with a first-phase roll-out expected as early as the second quarter of 2012
SOR headache for Singapore banks as rates enter negative territory;...
Published online only
Profits at banks in Singapore issuing mortgages and loans based on SOR may be severely dented as the rate turned negative for the first time last week and is predicted to remain this way in the medium term
The CCP race is on down-under
Original headline:
Australia’s financial regulators are leaning towards mandatory clearing for the local interest rate derivatives market – and may conclude that any central counterparty that serves the market has to be based locally. Two firms are vying to be the dominant...
Libor manipulation lawsuits hit banks
Original headline:
At least 12 lawsuits alleging manipulation of Libor have been filed since April, and six different authorities – including the US Department of Justice – are investigating. But how would manipulation work in practice, and is there any evidence of...
Hearing on Libor class action venue due
Published online only
US dollar Libor banks could find out details of a class action lawsuit against them as early as August
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