Derivatives
Geithner letter to Hungarian minister weighs in on Emir open access...
Market participants believe US letter endorses a narrowing of Emir scope, but a Treasury official says the letter draws attention to gap in regulation
Corporates operating in the Asia-Pacific region have faced dramatic increases in many domestic currencies versus the US dollar, and large disparities between domestic and developed world interest rates...
The demise of participatory notes and other access derivatives has long been predicted amid regulatory clampdowns and permission increasingly being given to investors to access markets directly. Funding...
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Enter the quant regulator
If regulators want to improve the level of disclosure for retail investment products, they need to abandon a narrative description of the risks in favour of quantitative indicators. This is the only way to close the information gap between the industry...
OTC industry rushes to develop standard legal entity identifiers
Regulators are pushing for greater levels of automation, standardisation and transparency in the over-the-counter derivatives market. To make this possible, participants first need to agree on a system of legal entity identifiers. But this is easier said...
Isda chairman: US banks could be hamstrung by Dodd-Frank
Isda chairman warns House Committee on Agriculture that extraterritorial application of swaps proposals could make US banks less competitive
Increase in corporate hedging boosts derivatives industry in Asia
Banks in the Asia-Pacific region have benefited from a more active year in derivatives, as corporates seek to hedge their currency and interest rates exposures following a slowdown during the financial crisis
From spot volatilities to implied volatilities
Since the pioneering work of Dupire, the local volatility function can be derived from the implied volatility surface. Calculating implied volatilities from local volatilities is classically done by numerically solving the forward equation for call prices....
Trend towards in-house clearing could increase fees and admin
The LME is the latest exchange considering whether to build its own clearing business. If the trend continues, banks could face more fees and administration
European Commission 'unhappy' with Dodd-Frank extraterritoriality
EC official voices concern over the long arm of US derivatives rules
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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