derivatives
S&P to launch commodity sub-indexes amid US regulation fears
Ratings agency and financial research firm Standard & Poor’s (S&P) is to roll out two commodity-related sub-indexes that focus only on European and Asian contracts in response to fears the US Commodity Futures Trading Commission (CFTC) will make further changes to existing regulations this year.
Funding beyond discounting: collateral agreements and derivatives pricing
Standard theory assumes traders can lend and borrow at a risk-free rate, ignoring the intricacies of the repo and collateralisation markets. Here, Vladimir Piterbarg shows that these force adjustments...
Out of their hands
Some regulators have suggested profits based on uncertain valuations of complex products should not be allowed to flow into earnings and be distributed in the form of dividends and bonuses – a move...
FSC: Taiwan banks have innovative edge over bigger mainland rivals
The Taiwanese banking sector’s competence in foreign exchange, derivatives, wealth management and consumer finance will enable the island’s banks to compete with their much larger mainland...
Sponsored statement: Eurex Clearing – a driving force for safer markets
The popularity of the clearing house is on the rise. While the financial crisis caused massive fallout on the bilaterally cleared over-the-counter (OTC) side, exchange-traded and centrally cleared derivatives...
RBS launches instant trading in Asia
Royal Bank of Scotland has launched a B2B trading platform in Asia to enable institutional clients and wealth management intermediaries to execute instant trades on investments. MyMarkets gives investors...
Two-thirds of ETRM users plan new systems in 2010
Some 67% of respondents to Energy Risk’s 2010 Software Survey say they will be investing in new energy trading risk management (ETRM) systems this year, to tackle dissatisfaction with the speed and...
Bar dealers from owning CCPs, says European Parliament report
Derivatives dealers should not be allowed to own stakes in central counterparties (CCPs) or their risk management systems, and CCPs should not be allowed to compete with each other, according to advice...
Regulators take aim at unrealised derivatives profits
Accounting changes promoting more fair-value reporting are forcing supervisors to consider radical restrictions on the way banks use profits.
Consistent reform
The leaders of the Group of 20 nations have declared reform of the financial system must be globally consistent – a sentiment echoed by individual regulators, industry bodies and politicians...
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