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...
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...
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
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
Everbright Securities believes the time has come for China’s home-grown securities brokerages to showcase their capabilities in derivatives structuring. Georgina Lee speaks with the firm’s deputy head of international business, James Yang
Outgoing Isda chairman Eraj Shirvani spoke to Risk's deputy editor Duncan Wood about how derivatives operations, and end-users, will have to adapt to the impact of new rules
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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