Diana Chan talks to Jessica Meek about the operational risks facing CCPs in the current financial landscape
Resignation letter links derivatives trade to moral collapse at bank
The CFTC has ruled that clients can place margin on cleared OTC trades in third-party custodial accounts – but clearing members say this could slow their ability to access collateral in a default
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.
More Derivatives articles
Risk's annual poll on Brazil's derivatives markets, including interest rates, currency, equity and other categories
As they stand, segregation rules for the cleared over-the-counter derivatives market are a mess. The US Commodity Futures Trading Commission (CFTC) finalised its rules in January, mandating an approach known as legal segregation with operational commingling...
Accountants want banks to report as profits the impact of widening credit spreads on their liabilities, but regulators are moving in the other direction. The result could be painful deductions from capital, and two very different sets of incentives
The value-at-risk of portfolios needs to account for non-linear effects in the loss distribution’s dependence on risk factors. Using the classical Cornish-Fisher expansion, Helmut Lutz and Carsten Wehn derive analytical formulas for risk contributions...
Ratings-based (RB) additional termination event (ATE) clauses in International Swaps and Derivatives Association agreements can have a significant impact on the valuation of derivatives portfolios when rating events occur. Fabio Mercurio, Roberto Caccia...
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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