Derivatives
WGMR proposals raise procyclicality fears
Proposals on the margining of uncleared over-the-counter derivatives trades have been revised to dampen the potential liquid impact. But dealers warn the rules are still dangerously pro-cyclical and will...
The move to central clearing poses a huge documentation challenge. A standard template has been developed for European derivatives users – but will this solve the problem? By Duncan Wood and Lukas Becker...
Clearing house has been told its own rules prevent it from shelving buy-side clearing for single-name CDS contracts
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.
More Derivatives articles
Uncleared margin rules could hold back new CSA adoption
New proposals on the margining of uncleared derivatives trades could dampen take-up of the standard CSA
Markit and Traiana prepare for clearing hub showdown
Two firms now testing central credit-checking service
Sponsored statement: DBS
The internationalisation of the renminbi is central to plans to further accelerate the growth of the world’s second-largest economy. David Carbon, chief economist, DBS Bank, explains the reasons for this move
Swaps vs futures: OTC market speaks out
Swap futures have been pitched as economically equivalent to over-the-counter swaps, but with a much lighter regulatory burden. But some over-the-counter participants claim the rules create an unfair and unjustified arbitrage opportunity. Joe Rennison...
New standard CSA could be hurt by WGMR rules
Some dealers have started trading under the standard credit support annex, but a requirement in new uncleared margin rules could subject many trades to a haircut, potentially causing a re-think. By Matt Cameron and Nick Sawyer
The black art of FVA: Banks spark double-counting fears
Dealers broadly agree that funding costs and benefits should be priced into uncollateralised trades, and some banks have started recognising this in their financial statements. But there is no standard practice, and there are fears of double-counting....
Unfair value: FVA's hidden charms
This month's cover story illustration uses Dr Frankenstein’s monster as a visual metaphor for dealers’ attempts to apply fair-value accounting to funding valuation adjustment (FVA). In part, that’s because the results, so far, are ugly – the numbers...
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
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Quant Congress USA
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The OTC Derivatives Markets Conference
UK, 26th Sep 2013
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Risk USA
USA, 21st - 24th Oct 2013
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Using market and credit risk analytics to strengthen performance
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