International swaps and derivatives association (isda)
Current methodology to calculate a close-out value following the exercise of a break clause results in inaccuracies, claim dealers
The Basel Committee is planning to launch its long-awaited review of trading book capital rules within the next few months. It could redefine the boundaries of the trading book, seek to reflect market...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More International swaps and derivatives association (isda) articles
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
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...
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
Dealers have been busy war-gaming eurozone break-up scenarios in recent months. But one of the most complex, and uncertain, areas is what would happen to derivatives contracts in the event one or more member states leave the eurozone. By Matt Cameron...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future