Dealers fear mutualised exposure in 'sponsored principal' model
Mandatory trade reporting for all asset classes will begin on February 12, but the forex industry is still grappling with the challenges of dual reporting
Swiss bank is tying up too much capital in immature business, rivals claim, after new NFA data shows it to be an outlier
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 flight of capital from Asia since May has put the Indonesian rupiah under severe pressure but one unexpected beneficiary could be the onshore forex derivative market
Canadian regulator wants its banks to compete on same terms as US rivals
French life insurers have to pay back their customers at the drop of a hat – an exposure that rises in tandem with interest rates, as customers seek better returns elsewhere. But with the industry’s traditional hedge for this risk now too pricey,...
Derivatives dealers are starting to voluntarily post initial margin to each other, in an attempt to reduce the capital they hold for derivatives counterparty risk. The savings can be significant, but some observers are worried about the liquidity of the...
Critics of Basel III’s credit valuation adjustment (CVA) capital charge have long warned it would produce perverse incentives. Now, in the form of a string of quarterly losses in Deutsche Bank’s CVA hedging programme, they believe they are being proved...
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
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps