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 banks have raised...
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
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
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
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
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014