Allen & overy
Dealers pitch loan format for swaps as CVA dodge
Published online only
Source: Risk magazine
Banks are offering to replicate the economics of OTC swaps in loan format - avoiding new capital and clearing rules
Original headline:
Source: Risk magazine
Regulators fear derivatives could be structured to make them unclearable – and there is anecdotal evidence to suggest escape routes have been explored. But market participants say there is no incentive...
Published online only
Source: Risk magazine
Current methodology to calculate a close-out value following the exercise of a break clause results in inaccuracies, claim dealers
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More Allen & overy articles
Banks tout break clauses as capital mitigant
Original headline:
Source: Risk magazine
Dealers say they are willing to jeopardise client relationships by exercising break clauses that allow trades to be terminated early – and should receive capital relief as a result. But regulators need to be convinced. By Matt Cameron
Financial market shake-up in Spain triggers changes in retail structured...
Published online only
Source: Structured Products
Fiscal and regulatory reforms announced by the new Spanish government have led market participants to rethink wrappers and product maturities, with growth and fund-linked products likely to benefit
Industry split over draft Fatca regulations
Published online only
Source: Operational Risk & Regulation
Industry experts disagree on the effectiveness of the much-anticipated draft Fatca rules
Dealers tackle euro redenomination risks
Original headline:
Source: Risk magazine
Dealers have been busy war-gaming eurozone break-up scenarios in recent months. But one of the most complex, and uncertain, areas is what would happen to derivatives contracts in the event one or more member states leave the eurozone. By Matt Cameron...
New Prime Finance panel could tackle debt crisis disputes
Published online only
Source: Risk magazine
An arbitration panel set up to tackle derivatives disputes could also tackle eurozone debt crisis issues, says Jeffrey Golden, architect of the Isda master agreement
Risk awards 2012
Original headline:
Source: Risk magazine
Market participants have endured a 12-month period of dramatic upheaval. Despite the challenges they faced, some companies managed not just to survive but to thrive – and helped clients to do so, too. By Matt Cameron, Laurie Carver, Mauro Cesa, Clive...
Derivatives law firm of the year: Allen & Overy
Original headline:
Source: Risk magazine
There was no shortage of work for derivatives lawyers in 2011, but Allen & Overy found itself deeply involved in arguably the two biggest issues – the implications of the Greek debt crisis for existing credit default swaps (CDSs), and the rebuilding...
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