International swaps and derivatives association (isda)
Vexed by valuations
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 International swaps and derivatives association (isda) articles
The evolution of swap pricing
A bespoke route
Proposed derivatives settlement framework may knock billions of dollars off dealers’ derivatives claims against the bankrupt estate
Derivatives market set for shake-up as confusion over how to price multi-currency CSA trades drives a push towards a standardised collateral agreement
Proposal for convergence on derivatives netting could force an adjustment of US bank leverage ratios, says regulator
Proposed US rules might require changes to standardised global derivatives agreement
A new quantitative impact study for Europe will be launched to analyse the impact of Capital Requirements Directive IV
Asian banks likely to opt for harmonised OTC clearing approach with the US and expect higher hedging costs for corporates
Rules and regulations
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.