Almost 60% of asset managers expect interest rate swap volumes to fall
Some Sefs are not offering equal terms to all market participants, CFTC chairman tells industry conference
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Buy-side articles
A third of the figure was cleared in the last month alone - and volumes are expected to increase rapidly as clearing deadlines approach
Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference
Removing voice as an option would leave clients facing execution risk, says Isda chair Stephen O'Connor - but some buy-side firms see it differently
Panellists at Risk Europe, held in early April in Brussels, claim banks are demanding much higher levels of collateral from hedge funds today, reducing a source of systemic risk
A selection of videos from the Risk Europe 2011 conference on April 5 & 6 in Brussels, Belgium
Swimming with the black swans
The raft of new regulations on OTC derivatives will be problematic for buy-side firms, says new report
Credit Technology Innovation Awards 2010: The winners
State Street promotes Anderson to CIO of fixed income
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.