Santander and BBVA take the top two spots in Risk España’s 2011 rankings and stretch their advantage over their competitors – despite the funding and counterparty risk pressures that affected the...
Experts say fencing off retail deposits would leave investment banks struggling to meet key Basel III liquidity ratio
Standard techniques for incorporating liquidity costs into the fair value of derivatives produce counter-intuitive results when the credit risk of the counterparty and the investor are added to the picture....
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 Funding articles
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short-end JGBs.
Standard techniques for incorporating liquidity costs into the fair value of derivatives produce counter-intuitive results when the credit risk of the counterparty and the investor are added to the picture. Here, Massimo Morini and Andrea Prampolini show...
Swedish debt figures set to grow by Skr15 billion as country falls in line with EU guidelines on collateral reporting - Belgium resisting two-way CSA over possible debt impact
Life is full of little ironies, and this is sometimes – very occasionally – true of the derivatives markets too. To give an example: politicians, central banks and regulators are pushing for banks to clear over-the-counter derivatives through central...
If regulators are serious about tackling liquidity risk, they should tell sovereigns to start posting collateral on their derivatives trades, dealers argue – the current one-way agreements leave banks with tens of billions of dollars in volatile funding...
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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