A number of downgraded banks are required to find swap counterparty replacements for over 300 structured finance transactions – but this is proving difficult, with few candidates willing or able to step...
Proposals to require derivatives users to post initial margin on uncleared trades will cause many end-users to stop using derivatives, say a majority of survey respondents
Stockholm-based TriOptima has designed a way to transfer unclearable risk into a central counterparty. All the company has to do now is convince the world’s regulators to change their rules. By Michael...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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The US Federal Reserve Board is proposing to limit exposures to single counterparties at a time when regulation is moving more risk into clearing houses. It’s a clash that needs to be resolved, banks say. By Lukas Becker
Credit value adjustment (CVA) is not just a capital burden – the complexity of the calculations involved is also pushing banks’ processing resources to the limit. With traders needing up-to-date CVA numbers in real time, the industry is frantically...
Clearing houses are the bit-part actors that find themselves thrust into a leading role – a result of the Group of 20 (G-20) nations pledge to overhaul over-the-counter derivatives markets and untangle the web of bilateral exposures that exists today....
There is still room for big ideas in the over-the-counter derivatives market, but it’s a sign of the times that one of this year’s most creative new ventures is, essentially, an attempt to synthetically clear uncleared OTC products. TriOptima calls...
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
Working group publishes proposed margin rules for uncleared trades – bringing global rules in line with an earlier US proposal
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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