Derivatives
Data shows OTC notionals shrank as clearing started in US
When a small group of firms became subject to the first US clearing mandate in March, outstanding notionals for clearing-eligible products temporarily dipped. With a larger group of firms set to start...
OTC clearing onshore in China will be delayed until at least the end of 2013 or early 2014 according to an official at Shanghai Clearing House
Casual assumptions can be seductive – but wrong. An examination of what is sometimes taken for granted can yield surprising results, as a new article on collateral currency shows. Laurie Carver introduces...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Derivatives articles
Cross-currency flap leaves cloud over IFRS 9
Firms used to be able to throw anything they liked into the hypothetical derivative that is used to test cashflow hedge accounting, but standard-setters are embracing a purer approach. It has already caused a furore over cross-currency basis spreads,...
Standardised OTC swaps spice up futurisation fight
Last month saw the launch of a template for a new standardised interest rate swap product – an attempt to protect swap market liquidity from the threat of futurisation. The first product based on the template could be launched within weeks, but even...
CNH Hibor fixing to spur interest rate swap market
Launch of the CNH Hibor to lead to an increase in CNH loans and hedging instruments such as floating rate notes and interest rate swaps
Clearing chaos: US OTC industry braces for June deadline
With March 11 receding from view, all eyes have turned to the second stage of the US clearing roll-out. No-one knows precisely how many derivatives users will be caught this time, but estimates go as high as 2,000, and dealers, clearing houses and middleware...
Banks fear loss of hedge accounting for CCP novations
Trades cleared voluntarily would not be protected by hedge accounting under IASB proposals
Collateral convexity complexity
The crisis abolished the risk-free rate, and brought the role of credit support annexes to the fore in derivatives pricing. Paul McCloud develops the general pricing framework that allows the convexity effects to be captured
Isda AGM: Electronic trade confirms rising ahead of mandate
Survey finds more eligible OTC trades being confirmed electronically, and fewer trades left unconfirmed
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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