Market participants relying on regulatory forbearance, Isda chief executive tells legal conference
Dodd-Frank and Mifid II position limits could cause firms to withdraw from commodity derivatives
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Launch of exchange-traded interest rate futures offers hedging alternatives
European disclosure regime for derivatives platforms diverges from that in US
Equity-linked underlyings moving to Euro Stoxx 50
Credit derivatives house of the year: Credit Suisse
Interest rate derivatives house of the year: Goldman Sachs
Last year was a landmark for the derivatives reforms laid out by the Group of 20 nations in 2009, with clearing, trading and reporting rules all coming online in the US. But it was also just the sta...
Handicapped by tighter regulations, banks have ceded derivative market-making share to oil majors such as BP and Shell
Operational risks, funding valuation adjustment and the money made by one dealer in the early days of OIS discounting – the top stories of the year on Risk.net
Execution agreements that have taken years of work cannot be used on Sefs - and a big change is needed if they are to survive at all
News will "come as a surprise" to market participants - and also the UK's FCA, which has misinterpreted Esma rules on its website
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.