Margin rules proposed after the collapse of MF Global could dramatically raise the cost of hedging, complain market participants
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Futures articles
Measures to reduce Indian currency volatility may prove a short-term boost to domestic OTC markets
Futures rates should always exceed those of the corresponding forward rate agreement, finance theory states. So why did the Euribor markets contradict this in May, with a so-called negative convexit...
Commissioner says lowering futures block trade thresholds skirts the intent of Dodd-Frank
Lower margin levels for swap futures could drive up risk-weighted assets for dealers, and erode the product's advantage, panellists argue
Brent crude oil offers a window for airlines and refiners to lock in prices, but opportunity won’t last forever, say analysts
Returns of the Mac
FCMs do not have capacity to sign up all category 2 firms, market participants warn – and swap futures stand to benefit
The first clearing mandates came into force in the US on March 11, but there is still plenty of uncertainty about how certain parts of the new regulatory framework will function. In this roundtable ...
Forthcoming Sef rules will not address margin concerns raised by Bloomberg
A difference in margin approach between swaps and futures may mean the latter are not assessed on their level of riskiness
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.