Dealers and pension funds still waiting for clarity on whether hedging vehicles are covered by Europe's swap clearing exemption
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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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
Pricing the CVA doom loop
New research sheds light on implications of product's role as regulatory capital hedge
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...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.