Data giant responds to needs of Asian energy traders with oil modules
US would have benefited from pragmatic European approach
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Swap articles
Single stocks the future?
Volume 2, Issue 1, 2013
Lower margin levels for swap futures could drive up risk-weighted assets for dealers, and erode the product's advantage, panellists argue
Forthcoming Sef rules will not address margin concerns raised by Bloomberg
A difference in margin approach between swaps and futures may mean the latter are not assessed on their level of riskiness
What does the future hold?
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Switching to swaps
As a number of regasification plants start to come online, pricing agencies are looking to offer a region-specific benchmark with the potential to drive up use of LNG swaps
Indian firms move away from using forwards in a bid to grab upside benefits of future rupee appreciation
Publication of swap rule will mark start of 60-day countdown to compliance with registration, reporting rules. Industry will find it "quite challenging" warns CFTC's O'Malia
The US energy industry scores a victory as the Commodity Futures Trading Commission finalises two key pieces of Dodd-Frank derivatives regulation, modifying its original proposals to ease the compli...
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.