Early users of CME’s deliverable swap futures contracts fear the products will be taxed as loans in some situations. And with features of those contracts being used in other new instruments, it could...
Esma acknowledges industry concerns over delegated reporting provisions and confirms it is considering a one-year delay
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.
More Derivatives articles
The industry has started work on a standard margin model for uncleared derivatives trades, but it faces some significant obstacles and a tough deadline. Luckily, there already seems to be some consensus about the direction to take. By Laurie Carver
NDOs in testing on Medusa platform as some market participants begin to consider alternatives to deliverable FX options that could be more easily cleared
Traditional methods for the stochastic alpha beta rho model tend to focus on expansion approximations that are inaccurate in the long maturity ‘wings’. However, if the Brownian motions driving the forward and its volatility are uncorrelated, option...
Rule change could see growth in swaps indexed to federal funds rate
Banks are staffing up for a livelier foreign exchange forwards market, but taint of Libor rigging is limiting pool of new traders
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
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