A difference in margin approach between swaps and futures may mean the latter are not assessed on their level of riskiness
More Dodd-Frank Act articles
Preparations are "running very smoothly" says CFTC chairman, ahead of first clearing deadline
Overseer of Volcker rule work says five US agencies should produce a single rule – and are not planning to harmonise it with Europe's ring-fencing proposals
In 1999, Sunil Hirani launched an electronic trading platform for credit derivatives, which sold for $625 million nine years later. Now he's back - and his new idea is an exchange for interest rate ...
The right tools for the job?
Into the unknown
Hedge funds around the world need to take note of the recent fine imposed on Royal Bank of Scotland and the extraterritorial reach of the the US Commodity Futures Trading Commission.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.