Second-quarter start date slated by the Japan-based clearing house
Over $600 billion in index CDS volume switches to new venue where dealers guarantee liquidity to each other
This paper introduces a model framework for dynamic credit rating processes. Our framework aggregates ordinal rating information stemming from a variety of rating sources. The dynamic of the consensus...
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
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Dealers worry about the impact on liquidity unless single-name and index trades can be margined together
Where is the liquidity?
Jack of all trades
The cost of swaps protecting against a state default of eurozone peripheral states continued to decline today.
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.