In this roundtable, three leading swaps dealers discuss the changes in derivatives pricing – and in particular, the use of OIS as a discount rate for collateralised derivatives trades.
Barclays Capital is Energy Risk’s Structured Products House of the Year. In the last 12 months it has taken the number-one spot as market-maker in major structured flow sectors, according to research...
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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Clearing houses could cause large losses for their members if they don't put limits on portfolio allocation, dealers think.
JP Morgan’s move into liquefied natural gas (LNG) last week is indicative of growing interest and expectations for the future of the sector.
Bankers and regulators are looking at possible standards for contingent capital, but are struggling with the definition of an appropriate trigger.
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.