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...
World Bank believes imposition of national regulations on multilateral development institutions is unprecedented intrusion on the internal operations of international organisations
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Derivatives articles
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
Derivatives contracts on multiple foreign exchange rates must be priced to avoid arbitrage by contracts on the cross-rates. Given the triangle of smiles for two underlyings and their cross, Peter Austing provides an analytic formula for a joint probability...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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