Derivatives
Time runs out for position limits comments
CFTC’s latest position limits plan attracts thousands of comments; opinion deeply divided; new commissioner to affect final vote
Kirk Buckley, Sascha Wilkens and Vladimir Chorniy present a semi-analytical approach for calculating the counterparty exposure of credit derivatives contracts conditional on the default of the counterparty,...
Brody, Crosby & Li (2008) introduced a quasi-analytical method to price limited price index (LPI) swaps with the Jarrow & Yildirim (2003) model. Their method works well for short-term contracts, but the...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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Clearing back-loading provision removed from latest EU Council text
Provisional back-loading clause is removed because of logistical challenges
EU's Libyan asset freeze casts cloud over hedge fund FM Capital
FM Capital - a UK hedge fund with ties to Libya - gets HM Treasury licence to keep trading, but dealers are wary
ETFs and Indexing Report
ETFs are cheap, simple and transparent, according to respondents of the second annual Structured Products magazine ETF survey. Quite a contrast to the regular media obsession with how difficult these new investments are to understand
Sponsored Q&A: JP Morgan
Investment banks are having to adapt as the commodities environment changes in the Asia-Pacific region. Managing Director and Chief Executive Officer of the Global Commodities Group for Asia-Pacific, Ray Eyles, explains how JP Morgan is expanding its...
Climbing the modernisation mountain
South African pension fund legislation has been badly in need of an update for a number of years, but draft proposals have caused concern and confusion for industry participants. By Michael Watt
Q&A: Craig Donohue, Chief Executive Officer, CME Group
As energy and commodities markets attempt to adapt to a raft of regulation changes from 2010 and lack of liquidity from 2009, Lianna Brinded speaks to the CME Group’s CEO about how risk appetite and derivative trading trends are shifting
CME slams potentially stricter position limit rules
CME Group chief executive slams proposed position limit regulations as “unnecessary”
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
This white paper reviews the various steps banks are taking to improve their risk management techniques.
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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