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
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...
Trades cleared voluntarily would not be protected by hedge accounting under IASB proposals
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
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
Survey finds more eligible OTC trades being confirmed electronically, and fewer trades left unconfirmed
First OTC derivatives research award will be given in February 2014
Isda and Sifma jointly unveil market-agreed coupon standardised interest rate swaps
Europe and the US are at loggerheads over the territorial scope of new derivatives rules – as evidenced by a new financial stability review from the Banque de France – but agreement can be reached, says Sylvie Matherat, the central bank’s deputy...
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
Sweden, 15th Dec 2013
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UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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