International swaps and derivatives association (isda)
Ex-head of front-office risk management and quantitative research will join Pimco on December 1 as head of rates and FX analytics
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
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
Basel III allows contingent credit default swaps (CCDSs) to be used as a mitigant when calculating credit value adjustment. Advocates of CCDSs hope that will give the market some momentum – but others say the product will continue to suffer from a shortage...
Even if CDS contracts are not triggered in Greek restructuring, Basel III's CVA charge ensures the market will live on - but episode raises fresh questions about design of capital framework, dealers say
A senior official at the Hong Kong securities watchdog says some exceptions are likely to be made to proposed new extraterritoriality rules on mandatory clearing and reporting OTC derivatives in Hong Kong
Hong Kong will “tentatively” introduce centralised clearing and reporting for OTC derivatives in January 2013, said Edmond Lau, HKMA executive director, at the Isda Asia-Pacific Conference 2011
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – allowing counterparties to post collateral in multiple currencies and assets – have pushed the industry to develop a new standard CSA. Progress...
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 contracts denominated in the Chilean peso
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
Sweden, 15th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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