International Swaps and Derivatives Association (Isda)
Current levels of pre-trade price transparency in interest rate swaps (IRS) are acceptable, according to an end-user survey conducted by the International Swaps and Derivatives Association.
Expert paper calls on HMT to ensure EU legislation on clearing and reporting doesn't damage London's dominance or inhibit market activity in particular asset classes.
Lianna Brinded sends us a special report from Hong Kong and Singapore, after speaking to several leaders from the energy and commodities market about risk management
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
Keith Noyes, Asia-Pacific regional director at the International Swaps and Derivatives Association (Isda), speaks to Lianna Brinded about regulatory changes and the impact they will have on the ener...
Forcing energy and commodities contracts into central counterparty (CCP) clearing is “potentially dangerous”, says Isda's Noyes
All 209 Isda primary members could qualify as swap dealers under the Dodd-Frank Act, says CFTC chairman.
Revised rules replace laborious consent-then-confirm novation process
Efforts by Nafmii to bolster the definitions of China’s over-the-counter derivatives master agreements should help market development. But there are concerns about potential copyright infringement...
The introduction in Hong Kong of the new laws for structured products took one step closer with the announcement of a first reading for the bill on July 14. A lengthy consultation period that follow...
The International Swaps and Derivatives Association is carrying out its biggest overhaul for years of commodity definitions, which will include new products to reflect market developments
Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
Long-awaited derivatives proposals focus on standards for central counterparties that clear OTC derivatives.
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.