US mortgage giant says segregating variation margin will hurt FHFA- and FCA-regulated entities, and create new funding obligations for swap dealers
Foreign banks in China, particularly thinly capitalised branches that are not locally incorporated in the country, greeted a decision by China’s banking regulator to postpone rules aimed at limiting...
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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World Bank believes imposition of national regulations on multilateral development institutions is unprecedented intrusion on the internal operations of international organisations
Some lawyers claim the CFTC and SEC may not have power to delay enforcement of the Dodd-Frank Act – a grey area that could lead to disputes
A new report has suggested a framework for identifying market manipulation, arguing further clarity will boost market liquidity
Hong Kong interbank participants have created the first US dollar to offshore renminbi price fixing giving the city first-mover advantage in becoming an offshore centre for renminbi products such as derivatives, say market participants
Derivatives accounting proposals abandoned to relief of dealers - but move deals a blow to hopes of convergence between US standards and IASB
In the context of a stochastic local volatility model, Jesper Andreasen and Brian Huge present a numerical solution scheme that achieves full consistency between calibration, finite difference solution and Monte Carlo simulation. The method is based on...
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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