Banks under pressure to join JP Morgan and others that have embraced FVA - but complexity is huge and consensus elusive
Traders say market for deliverable forwards has "disappeared"
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
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Approach would be twice as efficient as planned uncleared margin regime, dealers claim
Clearer is talking to banks about possible service
New equity options on two exchanges
Liquidity could suffer if sharp practice takes root in Sef markets
A three-year avoidance of European-linked structures at an end
Yen and dollar funding discrepancies hit Nikkei options market
Platforms say divide between US persons and non-US persons will remain
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
It used to mean the tearing-up of perfectly matching trades, but compression has become something bolder and more ambitious in recent months – at the same time, it has also become more confusing, ...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.