Traders point to lower volatility, but one big short is also blamed
Regulators focus on default management as CCPs target launch in early 2015
Yorkshire Water among the firms said to be considering inflation repacks
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Inflation swaps articles
Inflation swaps market has become illiquid with most activity on physical inflation-linked bonds
Market is too concentrated to cope with a default, participants warn
Global head of market risk at RBS says he is "way outside" his risk appetite
As 2012 drew to a close, UBS became the second bank to settle a Libor interest rate-rigging investigation, for a sum of roughly $1.5 billion. Royal Bank of Scotland (RBS) is expected to follow shortly,...
Corporate issuers of inflation-linked bonds have had to deal with a double whammy in the post-crisis years. First, the death of monoline-wrapped issuance slashed demand for their debt. Then, when companies...
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Risk awards 2012
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.