A new draft version of New Zealand’s Financial Markets Conduct Bill was published for consultation in August. The bill provides greater clarity than the previous draft and removes uncertainty – but...
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.
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Morgan Stanley quant tells Risk's annual European quantitative finance event that modelling assumptions should be considered in light of calibration needs - even if this leads to discrepancies
Banks profiting from a widening of their own credit spreads is causing more scrutiny of the debit value adjustment, with some viewing it as an accounting trick and others arguing it is a fact of life, however counter-intuitive it might seem. Laurie Carver...
The US Securities and Exchange Commission has named heads of regulation for derivatives policy, and clearance and settlement
Funding costs and counterparty credit risk adjustments have become increasingly important contributions to the total value of derivatives positions. Based on a recently developed derivatives valuation framework that incorporates these two effects in a...
Initial excitement regarding the long-delayed introduction of credit derivatives in India has waned amid fears that regulatory constraints will hamper market development. But the introduction of credit mitigation tools represents an important step in...
The introduction of Malaysia’s Capital Markets and Services (Amendment) Act 2011 will shake up the country’s risk management markets and supervisory processes, resulting in the Securities Commission gaining oversight for derivatives and systemic risk,...
Chair of European Parliament's Econ committee believes CRD IV should mirror Emir corporate exemptions, but has not yet decided whether sovereign counterparties should enjoy the same benefit
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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