US tax rules could leave compliant foreign firms out of pocket unless swap documentation is amended
Critics of Basel III’s credit valuation adjustment (CVA) capital charge have long warned it would produce perverse incentives. Now, in the form of a string of quarterly losses in Deutsche Bank’s...
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)
More Derivatives articles
There is a magic number in bank capital rules – 5,000 trades – below which portfolios qualify for a lower margin period of risk. Some dealers are now trying to cut their books down to size. Othe...
Strong volumes on the first day of trading tailed off over the week although players deem it early days for determining the contract's success
Insurance Risk’s second collateral management survey in conjunction with BNY Mellon finds more insurers are taking steps to prepare for new derivatives regulation, but concerns about collateral av...
New liquidity paradigm caused by regulatory constraints is "here to stay", says BlackRock trading chief
Indian regulators try an under-the-radar approach to launching a domestic interest rate futures market
Legacy issues and the lack of alternative benchmarks mean Libor will remain the default benchmark of choice for OTC transactions
CFTC's Chilton says "continuing to kick the can down the road is just not acceptable", as expectations grow that Europe will miss 2014 start date
Banks tout 'tremendous' capital savings as Bank of America, Barclays, Citi and other swap dealers start using illiquid assets as initial margin
Although the market is excited about the new contract’s possibilities, uncertainties remain over physical delivery capabilities and liquidity levels
Dividing the over-the-counter market into cleared and uncleared products creates extra risk and inefficiency, critics claim – it also creates an opportunity for services that can repair the damage...
The Shanghai FTZ could prove a rival to Hong Kong if the experiment is a success
Questions raised by Isda concerning trade reporting workflows have not yet been answered, delaying preparations for the start of mandatory trade reporting early next year
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.