Currency controls in South Africa limit the ability of domestic investors to build stakes in big overseas companies. Listed quanto futures are one way round that, but the users remain exposed to cur...
Launched with a fanfare earlier this year, trading in Ice’s new credit index future has since stalled. Critics say it is dead, but its backers argue it is too soon to write the contract off. Peter...
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Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
A string of no-action relief letters issued ahead of today's deadline have been welcomed, but some participants believe they still don't go far enough
Global regulators have agreed to cooperate when implementing new derivatives rules on a cross-border basis, but market participants are unsure as to how this will work in practice
Industry had been banking on one-year postponement - Esma now looking for solution to reporting impasse, according to senior EC official
Arch-critic of funding valuation adjustment says regulation will make it obsolete – reducing industry's exposure to arbitrage
Global head of market risk at RBS says he is "way outside" his risk appetite
Forward guidance alone is of little use from a liquidity planning point of view, conference hears
Regulators suggest WGMR haircut will not apply to variation margin, reducing the threat to the viability of the standard CSA
Unwinding in-the-money swaps to release cash for investments and collateral management
CFTC chairman confident that first entity-level determinations will be complete by December 21, but is less certain about transaction-level requirements
New London-based platform has buy-side fans, but no publicly declared backing from market-makers
Isda conference in New York hears some trading platforms outside the US are turning away US persons to avoid registering as a Sef
Academics who ignited fierce debate on funding valuation adjustment return with new paper
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.