Dealers fear mutualised exposure in 'sponsored principal' model
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
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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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...
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...
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
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.