International swaps and derivatives association (isda)
Swap dealers face new rules requiring them to collect extra information from clients and provide them with fresh disclosures. The industry has launched a protocol to ease the task, but with tens of thousands...
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More International swaps and derivatives association (isda) articles
Focusing on how often a trading strategy ends on the winning side can distract from the question of whether it profits on average. The key is in the return distribution’s skew – and at least for trend-following strategies this can be directly controlled....
The Basel Committee’s review of trading book capital rules aims to reduce banks’ reliance on internal models. It’s part of a new regulatory philosophy on capital modelling – but it could prompt some banks to turn their backs on the discipline...
Good fortune ensured credit default swaps (CDSs) on Greek debt paid out at a level close to the actual losses suffered by bondholders in the country’s restructuring. But the market cannot rely on luck. Darrell Duffie and Mohit Thukral propose a redesign...
With the end-2012 deadline imposed by global political leaders fast approaching, Keith Noyes of Isda examines specific issues around the Asian CCPs being set up to meet G-20 commitments and how Basel III may drive certain market trends
Banks and CCPs are pressing for changes to method of calculating default fund capital
Securitisation would be "a lot less viable" if SPVs do not qualify for clearing exemption, says Isda
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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