International Swaps and Derivatives Association (Isda)
Dodd-Frank's extraterritoriality and supervisory focus on market structure reforms that will not deliver systemic risk reduction are concerns, says Isda chair Stephen O’Connor
New CSA, new challenge
The Central Bank of Chile has the authority to stop financial institutions netting down their transactions, which participants fear might prevent central counterparties from being able to clear cont...
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 International Swaps and Derivatives Association (Isda) articles
Basel Committee is expected to consider wide range of topics, including VAR, liquidity, CVA and the line between banking and trading books - but overall capital requirements are not likely to change
Barriers to Basel
The OTC market still does not know how to provide certainty that a trade will be cleared - but an FIA-Isda meeting in New York gave attendees a chance to look at what is on offer
BP's Alan Haywood says non-banks need to consider Fed letter commitments for the good of the industry
Critics argue a Canadian OTC derivatives repository would lead to fragmented and inconsistent data
FSA's Bailey says the commitment letter process is better for firms than having the regulator "kicking over their books"
CCP interoperability will not resolve fragmentation in the OTC markets, say panellists at Isda Europe conference in London
Despite a CFTC proposal that attacks an industry clearing document, the core of the text can survive, says lawyer at Isda's New York conference
The database race
Grey skies over give-ups
New CSA, new challenge
A proposal prohibiting an Isda-FIA clearing document highlights rift within CFTC, with Republican appointees claiming they were kept in the dark
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.