Dealers say rules for default fund exposures are an improvement, but risk weights are not tied to "real default probabilities"
A sharp fall in the value of the rupee has left Indian exporters reluctant to hedge. With many corporates saddled with large-scale US dollar borrowings, mark-to-market losses on the balance sheet are also...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Derivatives articles
Futures rates should always exceed those of the corresponding forward rate agreement, finance theory states. So why did the Euribor markets contradict this in May, with a so-called negative convexity adjustment? Laurie Carver reports
Nobody likes a teacher’s pet – sitting at the front of the class, bolt upright, with a correct answer for every question and a spotless attendance and conduct record, making everyone else look like a moon-eyed ninny. If there is an equivalent in...
Europe’s credit valuation adjustment exemption was the outcome of a protracted legislative debate, but it may prove to be the end of a chapter, rather than the end of the story. As US banks protest and supervisors review the issue, a number of problems...
The US Commodity Futures Trading Commission (CFTC) tried to regulate exchange of futures for swaps (EFS) transactions in 2004 and again in 2008. Then it tried to ban contingent EFS in 2010. All these attempts failed. Now the CFTC is investigating EFS...
As soon as the first US clearing mandate was out of the way on March 11 – a little more messily than market participants would have liked, but with no major snarl-ups – attention turned to the second phase of the clearing roll-out, on June 10, which...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
Australia, 5th - 7th Mar 2014
South Africa, 12th - 14th Mar 2014
UK, 12th Mar 2014
UK, 13th - 14th Mar 2014
UK, 13th Mar 2014