Post-trade reporting and collateral seen as way to push OTC derivatives towards central clearing
Central counterparties are wrongly perceived as being more expensive than OTC transactions, says a leading economist.
Events over the past three years have generated extreme levels of volatility in the commodities arena. In this article, Standard Chartered provides companies and investors with some keen advice on hedging...
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Power risk managers may face previously unforeseen cost challenges in the next few years, as not enough research has been done to quantify the marginal effects carbon dioxide (CO2) emissions prices will have on the electricity generation sector, says...
Accountants condemn a proposal to use IAS 39 as a means to determine whether a derivative has to be cleared through a central counterparty.
Energy Risk's Derivatives House of the Year award goes to JP Morgan, for a year of innovation in which it executed a number of ground-breaking deals such as its strategic fuel hedge with the Republic of Panama; an EMEA derivatives hedge programme for...
The Bafin decree on short selling in May signalled a lack of agreement by European regulators, say participants
The resurgence of market volatility and growing regulatory uncertainty have made the past 12 months challenging for investors. In this difficult environment, respondents to Risk’s institutional investor survey voted JP Morgan the top provider of derivatives....
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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