New regulation will require more derivatives participants to post more collateral than ever before. In this video interview, David Little of Calypso discusses some of the implications
MAS confirms it is granting interdealer brokers temporary exemptions from registering as futures brokers
While the idea behind a maturity threshold for forex collateral requirements makes sense to regulators, FSA speaker at FX Week Europe recognises the industry's opposition
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Dodd-Frank Act articles
No-action letter not enough to convince counterparties to trade with public utilities
After two years of consideration, the US Treasury confirmed its decision to exempt forex swaps and forwards from mandatory clearing and exchange trading on Friday evening
As the CFTC prepares to finalise its rules on extraterritoriality, some firms in Asia are working to minimise the impact on non-US entities
Hedge fund CQS warns US persons definition will make compliance more difficult - or even impossible
Breaking the rules
The CFTC’s to-do list from Sefs to Volcker
A recent Dodd-Frank-led decline in swap volumes between Asian and US counterparties has been reversed following CFTC intervention
Basel capital rules and regulatory reform stymie risk appetite of major banks in commodities
An acquisitive spirit
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.