Up to eight venues are gearing up to launch interest rate swap futures in Europe – each with a different take on the product. What does the market make of their chances? Tom Osborn reports
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften t...
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
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Banks hope for leverage exposure relief after interest rate swap clearer fixes clash with CFTC rules
A rapid expansion in type and amount of RMB structures traded in 2013 signals how the Chinese currency is going mainstream. But dealers say the real test will come when the US starts to raise inter...
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number b...
Mandatory trade reporting for all asset classes will begin on February 12, but the forex industry is still grappling with the challenges of dual reporting
Swiss bank is tying up too much capital in immature business, rivals claim, after new NFA data shows it to be an outlier
The drive for derivatives
Canadian regulator wants its banks to compete on same terms as US rivals
French life insurers have to pay back their customers at the drop of a hat – an exposure that rises in tandem with interest rates, as customers seek better returns elsewhere. But with the industry...
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.