Esma seeks to apply Emir overseas only where EU-guaranteed financial entities trade under non-equivalent regimes – while corporates are given free rein
Banks are staffing up for a livelier foreign exchange forwards market, but taint of Libor rigging is limiting pool of new traders
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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Dealers have sold products their clients did not need, says top quant – and industry must refocus on legitimate risk transfer
Despite banks holding an overwhelming majority of the domestic bond market they are barred from participation in futures trading
Exit of "tourist money" from Asia provides more attractive funding options for firms swapping CNH into USD
The global FX division is upping its lobbying efforts to have forex derivatives carved out of the financial transaction tax with new research that shows the potential impact of the tax on transactio...
Dealers say rules for default fund exposures are an improvement, but risk weights are not tied to "real default probabilities"
Living on the hedge
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 convexit...
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 protes...
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 thes...
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.