Quotes of the quarter
ABC of SEFs
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Derivatives articles
Market is too concentrated to cope with a default, participants warn
Forward views: Senior Asia dealers give 2014 outlook
Product launch "incomprehensible" in saturated currency futures market
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften t...
Banks hope for leverage exposure relief after interest rate swap clearer fixes clash with CFTC rules
A rapid expansion in type and amount of RMB structures traded in 2013 signals how the Chinese currency is going mainstream. But dealers say the real test will come when the US starts to raise inter...
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.