Interest rate swaps
Coutte leaves SG CIB
Published online only
Source: Risk magazine
Flow fixed-income and currencies co-head is latest in a series of senior sales and trading figures to leave the bank
Original headline:
Source: Risk magazine
The Dodd-Frank Act requires cleared over-the-counter trades to be executed on an exchange or swap execution facility – as long as at least one venue makes the swap available to trade. So, who gets to...
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More Interest rate swaps articles
Lack of liquidity in OTC derivatives market must not prevent the creation...
Published online only
Source: Asia Risk
Maintaining parity with international peers, not derivatives market liquidity, the main criterion for introducing central counterparty clearing, according to the Korean Exchange
Downgrade termination costs
Original headline:
Source: Risk magazine
Ratings-based (RB) additional termination event (ATE) clauses in International Swaps and Derivatives Association agreements can have a significant impact on the valuation of derivatives portfolios when rating events occur. Fabio Mercurio, Roberto Caccia...
Wells Fargo: late entrant to the OTC clearing race
Original headline:
Source: Risk magazine
On lists of the top US futures clearers, one big US bank is conspicuous by its absence. Wells Fargo was ranked fourth by assets in the US according to the Federal Deposit Insurance Corporation as of September 30 last year, but despite the bank’s size,...
Buy-side firms in Asia gear up for clearing
Original headline:
Source: Asia Risk
Buy-side firms need to start preparing for central clearing, but a number of challenges remain to be resolved – not least the fact that the regulations have not yet been finalised. How are Asia’s largest buy-side firms dealing with this, and have...
Conversion of upfront CVA into running CVA
Original headline:
Source: Asia Risk
The credit value adjustment that crystallises counterparty risk in a derivatives price is generally thought of as an upfront payment, but could equally well be converted into a running premium in appropriate products. But the obvious ways to do this lead...
Interest rate derivatives house of the year: Deutsche Bank
Original headline:
Source: Risk magazine
Well-timed trades can appear lucky – hindsight revealing that a decision to buy or sell coincided precisely with a market trough or peak. On the other hand, it’s often said that luck is self-made – the decision is informed by some conviction or...
OTC trading platform of the year: i-Swap
Original headline:
Source: Risk magazine
It has been 28 months since the Group of 20 nations called for standardised over-the-counter derivatives to be traded on exchanges or electronic platforms – but firms hoping to run an approved trading venue are still in the dark about the criteria they...
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