Derivatives
Late nights and illegality - but start of clearing in US goes well
The days either side of the first US clearing deadline saw last-minute decisions by clients and regulators, operational niggles and some illegality. The industry expects breaches of the rules to get a...
Lawyers really know how to complain. There’s something coldly surgical about the language they deploy – wielding adjectives like scalpels, listing grievances with exhaustive, deliberate skill. As an...
New capital requirements are making it more difficult for banks to trade with counterparties that are not covered by a netting opinion. That is spurring attempts to expand coverage, but can leave banks...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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Sefs find liquidity comes at a cost
Banks have been reluctant to pick winners and losers from the array of new derivatives trading platforms being set up, but with Citi and Morgan Stanley taking equity stakes in two venues at the end of last year, it looks like some dealers are finally...
Singapore NDF probe hits market liquidity
The non-deliverable forward forex market last year fell under suspicion of the same rate-rigging that affected Libor and Sibor, and the fallout threatens to stifle liquidity and limit Asean forex hedging
Futurisation debate shifts to block trading rules
Different block trading thresholds for economically equivalent swaps and futures could hand exchanges a decisive advantage in the ongoing futurisation fight. But some market participants argue the disparity is fair, as do some regulators. Joe Rennison...
Extraterritoriality, uncleared margin and futurisation – Isda on OTC...
The first clearing mandates came into force in the US on March 11, but there is still plenty of uncertainty about how certain parts of the new regulatory framework will function. In this roundtable discussion, Nick Sawyer talks to two senior board members...
Swap regulations hold key to future of OTC algorithmic trading
The arrival of central limit order books in the interest rate swap market has opened the door to algorithmic trading – but only a little. Its future depends on how the over-the-counter market evolves. By Peter Madigan
Basel Committee seeks netting-friendly replacement for CEM
Consultation on alternative to much-criticised current exposure method could start in June
CDSs, CVA and DVA – a structural approach
Counterparty risk is difficult to include systematically in credit default swap pricing. Reviving Merton’s structural approach – and generalising to higher dimensions – makes it tractable. By Alex Lipton and Ioana Savescu
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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