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
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
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
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