Singapore regulator wants central clearing but is agnostic over where it takes place
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
The development of an index CCDS product will help market participants hedge counterparty risk, say proponents
Back to the drachma?
An arbitration panel set up to tackle derivatives disputes could also tackle eurozone debt crisis issues, says Jeffrey Golden, architect of the Isda master agreement
Hard times for metals markets
Risk awards 2012
The dollar dominance dispute
The CFTC’s decision to press ahead with enforcement of the position-limits rule, despite an industry court challenge, means that US energy companies must get serious about compliance in 2012
A new draft version of New Zealand’s Financial Markets Conduct Bill was published for consultation in August. The bill provides greater clarity than the previous draft and removes uncertainty – but some further tweaks are needed, says Cindy Leiw of...
Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian banks have raised concerns about the dominant role given to the US...
HK margin rules on uncleared swaps should include exemptions, say market participants
Following the launch of the interest rate derivatives trade repository last week, the Depository Trust & Clearing Corporation confirms foreign exchange and commodities are the next priority
Leading quants highlight ambiguity in Isda master agreement - but warn that resolving the issue could worsen systemic risk
Collateral, capital and chaos
Voice in the wilderness?
Credit and credibility
Close-out convention tensions
Banks in Asia-Pacific complain about dollar dominance in new standard CSA – prompting Isda to rethink its plans
Nomura joined the group at the end of August, while Crédit Agricole is expected to join in the first quarter next year - in part a response to regulator criticisms that the group had become too exclusive
Ex-head of front-office risk management and quantitative research will join Pimco on December 1 as head of rates and FX analytics
Bob Pickel reappointed Isda chief executive, replacing Connie Voldstad, who will stay on as special adviser to the board
The vast majority of respondents to a Risk.net poll do not believe G-20 members will meet the end-2012 deadline for all standardised OTC derivatives to be cleared through CCPs
Where is the liquidity?