Legacy variable annuity portfolios have come back to par making it less expensive to hedge this risk than previously
Banks are advising companies to protect themselves against an expected rise in interest rates. But with rates so low and the cost of swaps so high, does hedging really make sense?
More Derivatives articles
The Dalian Commodity Exchange saw the first delivery of its iron ore contract this month – does the success of the onshore China contract threaten Singapore Exchange’s pre-eminent position in the iron ore swaps market, and how will both be impacted...
Limited liquidity on long-dated CPO listed derivatives means users are looking to use centrally cleared OTC swaps
A new survey from Isda shows end-users are pessimistic about rules requiring the use of swap trading platforms, and also believe the lag between US and European implementation has split liquidity along geographic lines
Swaps reforms and new prudential rules for banks could hurt end-users, by fragmenting the market, driving up costs and reducing liquidity – that’s the view of end-users themselves, polled by the International Swaps and Derivatives Association on the...
End-users are sceptical about the health benefits of derivatives market reforms, according to a new Isda survey. Here, a selection of firms explain why they fear rules designed to improve the market will instead be its undoing. Tom Osborn reports
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.
Hong Kong, 1st - 31st Dec 2014
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Australia, 12th - 13th Aug 2014
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