Before European banks can apply lighter capital requirements to trades cleared elsewhere, the relevant central counterparty needs to be approved by the European Securities and Markets Authority. Dozens...
Dealers are looking to consolidate desks that manage adjustments for credit, debit and funding valuation
Disparate – but intimately related – adjustments to derivatives prices are being put under one umbrella by some dealers, uniting counterparty risk, funding, collateral and capital management in one...
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Derivatives articles
Clearing houses may have promised too much, too soon on the benefits of cross-product margining, leaving them at risk of under-delivering. Only a handful of clients have so far been able to benefit – and for most, the savings have been smaller than...
Network Rail is not the average corporate, but it cares about financing and hedging costs as much as any non-financial – which explains a decision to abandon its old collateralisation policy last year. The company’s treasurer, Samantha Pitt, talks...
In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
US dollars in short supply as rupee tumbles
Expected payoff maximisation is a commonly assumed strategy in valuation. S Hossein Hosseini, Qiaoyan Bian, Jay Chen and John Jiang suggest that execution strategies may vary due to complex option structures and their resulting uncertainties. Using a...
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.
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