Positions in credit default swaps (CDSs) are eligible instruments to reduce some Basel III capital requirements. The value of this benefit should be reflected in the price. Chris Kenyon and Andrew Green...
Industry had been banking on one-year postponement - Esma now looking for solution to reporting impasse, according to senior EC official
Arch-critic of funding valuation adjustment says regulation will make it obsolete – reducing industry's exposure to arbitrage
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.
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Global head of market risk at RBS says he is "way outside" his risk appetite
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Unwinding in-the-money swaps to release cash for investments and collateral management
CFTC chairman confident that first entity-level determinations will be complete by December 21, but is less certain about transaction-level requirements
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