International swaps and derivatives association (isda)
Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian and Australian...
More International swaps and derivatives association (isda) articles
Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian banks have raised concerns about the dominant role given to the US...
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
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
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014