Local dealers believe domestic clearing would bifurcate derivatives netting sets
Pricing the CVA doom loop
New research sheds light on implications of product's role as regulatory capital hedge
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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Currency controls in South Africa limit the ability of domestic investors to build stakes in big overseas companies. Listed quanto futures are one way round that, but the users remain exposed to cur...
Launched with a fanfare earlier this year, trading in Ice’s new credit index future has since stalled. Critics say it is dead, but its backers argue it is too soon to write the contract off. Peter...
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
A string of no-action relief letters issued ahead of today's deadline have been welcomed, but some participants believe they still don't go far enough
Global regulators have agreed to cooperate when implementing new derivatives rules on a cross-border basis, but market participants are unsure as to how this will work in practice
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
Global head of market risk at RBS says he is "way outside" his risk appetite
Forward guidance alone is of little use from a liquidity planning point of view, conference hears
Regulators suggest WGMR haircut will not apply to variation margin, reducing the threat to the viability of the standard CSA
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
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.