ICE Futures Europe has introduced margin offsets between its Coal Futures and Emissions contracts.
Counterparties to derivatives trades with Lehman Brothers that are currently in-the-money for the bankrupt estate will not be able to hold off payment indefinitely, predict lawyers.
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Exchanges articles
A new scheme for adjudicating on credit event auctions, consisting of a centralised committee, will replace the old system of ad hoc decision-making
Counterparties may find that the legal process is stacked against them if they continue to resist payment of outstanding derivatives contracts with the bankrupt Lehman Brothers, say lawyers
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.