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In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
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 ...
Corporate treasurers call for a broad clearing exemption within European rules – and say they might stop using derivatives without it
James Kemp, managing director of the global foreign exchange division, talks to FX Week about the biggest regulatory challenges of 2012
In an exclusive video interview, Isda chairman Stephen O’Connor says there is a finite capacity for clearing members to provide collateral transformation services to their clients
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.