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...
Comment period ends on September 7, but banks are struggling to find common ground
The US Federal Reserve Board is proposing to limit exposures to single counterparties at a time when regulation is moving more risk into clearing houses. It’s a clash that needs to be resolved, banks...
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
LCH.Clearnet's re-launched CDS clearing service adopts a loss-sharing mechanism - in line with a "last gasp of breath" approach outlined in an Isda letter to the Bank of England
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.
Related conferences
UK, 3rd Jul 2013
USA, 17th - 19th Jul 2013
UK, 24th - 25th Sep 2013
UK, 26th Sep 2013
USA, 21st - 24th Oct 2013
Related training
Canada, 21st - 16th Oct 2013
UK, 19th - 20th Jun 2013
USA, 19th - 20th Jun 2013
Singapore, 29th - 30th Jul 2013
USA, 5th - 7th Aug 2013
Updating your subscription status
Risk IPad Apps
Email alerts
Weekly poll
Related Jobs