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...
The downside risk of a portfolio of assets is generally substantially higher than the downside risk of its components. In times of crisis, when assets tend to have high correlation, the understanding of...
More than two-thirds of respondents think the long arm of Dodd-Frank will put US banks at a competitive disadvantage
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
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US banks will be shut out of the market for uncleared derivatives, says JP Morgan's chief risk officer
Authorities should put less faith in numbers and what they are told by banks, says top Brazilian supervisor
This year's Derivatives House of the Year award goes to BNP Paribas for the growth of its commodities business over the past 18 months, its involvement in several key commodity deals and its particular successes in building up its hedge funds, sovereign...
Deutsche restructures clearing initiatives in response to global regulatory push towards OTC derivatives central clearing
Market participants believe US letter endorses a narrowing of Emir scope, but a Treasury official says the letter draws attention to gap in regulation
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 during the past 12 months. Against this backdrop...
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 issues have also caused headaches for swaps issuers...
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
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014