Netting
Dealers pitch loan format for swaps as CVA dodge
Published online only
Source: Risk magazine
Banks are offering to replicate the economics of OTC swaps in loan format - avoiding new capital and clearing rules
Original headline:
Source: Operational Risk & Regulation
Diana Chan talks to Jessica Meek about the operational risks facing CCPs in the current financial landscape
Published online only
Source: Risk magazine
The majority of respondents to an online poll support central bank liquidity access for CCPs, but critics argue this would be likely to lead to the break-up of multi-currency clearers
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More Netting articles
Clearing of Chilean NDFs hampered by netting uncertainty
Published online only
Source: Risk magazine
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
Banks rail against FASB netting proposals
Published online only
Source: Risk magazine
Dealers say gross figures over-inflate balance sheet and misrepresent risk
Proposals on balance-sheet netting spark worries about leverage ratios
Original headline:
Source: Risk magazine
The Financial Accounting Standards Board and the International Accounting Standards Board jointly proposed in January to align their rules on balance-sheet netting. The proposals would mean US banks have to report derivatives assets and liabilities on...
LBHI administrators push for settlement of derivatives claims
Original headline:
Source: Risk magazine
The bankruptcy of Lehman Brothers in September 2008 led to a number of disputes over the valuation of trades with swap counterparties. Lehman Brothers Holdings Inc has proposed settling all outstanding derivatives trades using a ‘consistent and transparent’...
Accounting change prompts rethink of US leverage ratios
Published online only
Source: Risk magazine
Proposal for convergence on derivatives netting could force an adjustment of US bank leverage ratios, says regulator
Experts examine US power clearing and netting needs
Published online only
Source: Energy Risk
As the US Congress moves to boost derivatives clearing requirements, an industry panel has called for regulators to investigate a move towards clearing and netting across US power markets and to clarify the legal uncertainty in the area
Basel Committee announces additional credit risk working groups
Published online only
Source: Operational Risk & Regulation
The Basel Committee on Banking Supervision announced today that it is launching three working groups, in partnership with the International Organization of Securities Commissions (Iosco), to explore a number of counterparty credit risk and trading book-related...
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