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...
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
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 warns House Committee on Agriculture that extraterritorial application of swaps proposals could make US banks less competitive
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
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....
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
EC official voices concern over the long arm of US derivatives rules
French bank becomes the latest to divulge a revenue impact from a change to overnight indexed swap discounting
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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