Derivatives
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
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...
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Derivatives articles
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
CFTC chair says "it is critical" that US rules apply overseas, in article for Banque de France stability review
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...
Global consistency a pipe dream, as national regulators go their own way
Isda-Sifma working group discussions continue but trueEX prepares to list OTC swaps with standard coupons and IMM dates
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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