Exotic commodity derivatives will become even less attractive to the Asian market following Ice's move to transform swaps to futures
Lying in rates
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.
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Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
Brief filed by 17 Democrats at DC court will not influence court, says Sharon Brown-Hruska
Omnibus structure meant clearing clients of MF Global outside the US were asked to double up on collateral payments. Use of the structure for OTC markets is now in doubt
Block around the clock
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.