Deron Goodwin’s appointment from RBS comes weeks after the departure of Clive Banks and John Chase in London
Congressman Darrell Issa attacks margin rules that threaten to isolate US banks. Foreign regulators say they have no plans to copy the proposals
More Derivatives articles
Market participants in the Australian financial sector have received some interesting deliveries during the past six months. These tricky shifts have come as many participants have only recently adjusted to the new, post-global financial crisis order. ...
Vladimir Piterbarg derives necessary and sufficient conditions for the existence of a joint distribution consistent with given marginals and the distribution of the spread in terms of no-arbitrage conditions among certain payouts. He also proposes a generic...
More guidance is needed from the CFTC on the definition of a swap, according to Ferc and other industry associations concerned about regulatory overlap
Basel III has incorporated credit valuation adjustment (CVA) in calculations of regulatory capital for counterparty credit risk (CCR). CVA appears via a completely new CVA capital charge and a downward adjustment of exposure-at-default. In this article,...
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 non-hedging business onshore with relief this month....
World Bank believes imposition of national regulations on multilateral development institutions is unprecedented intrusion on the internal operations of international organisations
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.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014