The past year has proved challenging for many commodity derivatives houses in Asia as energy prices remained largely range-bound. But dealers profited from metals and agriculture business in 2010, with...
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The risk-based capital charge that forms part of Solvency II is set to radically alter insurers’ appetite for credit, particularly longer-dated paper. Has this started to feed through into changed patterns of behaviour on the fixed-income markets?...
Investment banks are urging financial institution clients to issue old-style lower Tier II capital before the window closes on January 1, 2013, when the full force of Basel III capital rules come into effect.
The collapse of Lehman Brothers caused regulators to focus on the systemic risk posed by the trillion-dollar tri-party repo market. An industry task force is making wholesale changes to the way the market works, but this is creating new challenges. Mark...
Insurance companies in Europe are taking a fresh look at the management of their assets and liabilities ahead of the requirements that are expected to be laid down in the Solvency II regulations. The new rules are making it an imperative for insurers...
Known for their high volatility and extreme sensitivity to natural and geopolitical factors, soft commodities are nonetheless being added to the mix of structured products on offer. Sarah Nowakowska reports
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.
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