With global regulation changes causing market concern and businesses tipped to move to Asia seen by analysts as a beacon of supply and demand growth, this year's Energy Risk Asia conference in Singa...
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Expert paper calls on HMT to ensure EU legislation on clearing and reporting doesn't damage London's dominance or inhibit market activity in particular asset classes.
Counterparty credit risk in portfolio risk management
The over-the-counter energy and commodities market is being pushed to Asia by fears over Western regulatory changes, says managing director of technology provider Trayport
Shake up designed to meet clients' needs ahead of implementation of Dodd-Frank reforms
SGX president Muthukrishnan Ramaswami says the new interbank OTC clearing service for SGD and USD interest rate swaps will target Asian banks as a start, and soon global investment banks that trade ...
Corporate hedgers claim a victory, but details on clearing eligibility and thresholds to be tackled by new authority.
Energy companies say key definitions in recently adopted US financial legislation are too broad or need clarifying, and call for additional 'trader' classification
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.