International swaps and derivatives association (isda)
Corporates and non-bank financial institutions should be exempted from any margin requirements on uncleared swaps in Hong Kong, say some 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
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
Europe’s revised Markets in Financial Instruments Directive appears to leave the door open for derivatives trading platforms to offer voice trading – but rules on transparency may slam the door shut. By Joe Rennison
A debate over whether to include counterparty risk adjustments at the point of default is animating quants, but either of the obvious answers could exacerbate systemic risk. Laurie Carver introduces this month’s technical papers
There is an ambiguity in the market about the convention for valuing a derivative’s close-out value to be settled at default – in particular whether or not to include adjustments for the credit risk of the surviving party. Damiano Brigo and Massimo...
Banks in Asia-Pacific complain about dollar dominance in new standard CSA – prompting Isda to rethink its plans
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
Updating your subscription status
Risk iPad and iPhone Apps