In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
Rule change could see growth in swaps indexed to federal funds rate
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Ois discounting articles
The move towards OIS discounting is proving difficult enough for banks in US and European markets but firms in Asia are facing the added difficulty of a dealing with multiple currencies
The fact that swaps traders at Goldman Sachs and a handful of other dealers made a lot of money in 2008 and 2009 as a result of the industry’s switch to collateral-based valuation is an open secret. Exactly how they did it, and how much they made, has...
It’s the untold story of the switch to overnight indexed swap discounting. As the Street haltingly adjusted to the new reality, some desks are said to have booked profits running into the hundreds of millions of dollars – earning grudging praise,...
Regulatory change will force firms to alter their behaviour, and their technology platforms need to keep pace
Casual assumptions can be seductive – but wrong. An examination of what is sometimes taken for granted can yield surprising results, as a new article on collateral currency shows. Laurie Carver introduces this month’s technical section
Industry group will launch a best practice document confirming that negative interest rates apply under CSA
Moves to central clearing of many derivatives will mean hedge assets and margin will be valued using the overnight interest rate. Yet insurers’ liabilities are still valued with reference to a Libor rate. For those insurers that are significant users...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps