Ois discounting
Flexible technology needed to respond to regulatory change, says Fincad...
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...
Industry group will launch a best practice document confirming that negative interest rates apply under CSA
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More Ois discounting articles
Libor/OIS spread challenges insurers' risk management programmes
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...
Uncleared margin rules could hold back new CSA adoption
New proposals on the margining of uncleared derivatives trades could dampen take-up of the standard CSA
New standard CSA could be hurt by WGMR rules
Some dealers have started trading under the standard credit support annex, but a requirement in new uncleared margin rules could subject many trades to a haircut, potentially causing a re-think. By Matt Cameron and Nick Sawyer
OIS discounting dilemma for the buy-side
Dealers were first to embrace the move to overnight indexed swap discounting, but other market participants are now trying to get up to speed, resulting in the creation of a range of new tools. But are buy-side firms moving fast enough? By Clive Davidson...
New risk-free rate calculation for long-term guarantees test
Higher credit risk adjustment to reflect current market conditions
Risk awards 2013: Credit Suisse wins top house
Swiss bank recognised for reshaping its trading businesses in 2012, as Risk publishes its fourteenth annual awards
Risk awards 2013: The winners
Changes in the industry are spurring a wave of innovation in market practice, products and services. Some firms are coping better than others. By Lukas Becker, Matt Cameron, Laurie Carver, Mauro Cesa, Clive Davidson, Peter Madigan, Tom Newton, Joe Rennison,...
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
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