Derivatives
SEC forces Ice into single-name CDS clearing U-turn
Clearing house has been told its own rules prevent it from shelving buy-side clearing for single-name CDS contracts
New proposals on the margining of uncleared derivatives trades could dampen take-up of the standard CSA
Two firms now testing central credit-checking service
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
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...
Cutting Edge introduction: CVA for CDSs
Counterparty risk is generally thought of at a portfolio level, but understanding how a particular payout interacts with credit and debit valuation adjustments could help banks make business decisions. Laurie Carver introduces this month’s technical...
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 pass for now, so the first phase of the new regime...
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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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
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.
- How customer-centric transformation can lead to an increase in revenue and streamline operations
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- Anti-Money Laundering when transaction monitoring is not sufficient
- Fraud Intelligence Analysis: Identifying, investigating and disrupting financial crimes
- Don’t get left behind – how financial services need to consider their IT infrastructure
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