Swap
CFTC’s O’Malia: Sef rules could favour Europe
The CFTC has a lot on its plate, including Sef rules, dealing with the extraterritorial impact of its regulations, and working out how best to manage the huge amount of data coming its way
Growth in synthetic financing for hedge funds could alleviate some of the pressure on prime brokers as capital and liquidity constraints come to the fore
The value of early termination clauses in derivatives depends crucially on the type of close-out value used and on the counterparty risk, and embeds optionality in even the most vanilla swap contracts....
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More Swap articles
CFTC's Gensler defends swaps vs futures margin disparity
Forthcoming Sef rules will not address margin concerns raised by Bloomberg
Swap futures margins may be underestimating risk exposures
A difference in margin approach between swaps and futures may mean the latter are not assessed on their level of riskiness
First person: Section 871(m) amendment favours single-stock futures
Nicolas Billeaud, head of securities finance and cash management at New York-based broker/dealer Saratoga Capital reflects on the cross-border stock loan and equity swap market
Cutting edge: Hedging price and volumetric risks of fixed-price load...
In this article, Ning Zhang and Robert Cumbie propose a utility maximisation method for natural gas marketers to find optimal hedging strategies to deal with price and load uncertainty by using price and weather derivatives. Monte Carlo simulation...
CFTC clarification on physical gas deals welcomed
CFTC answers concerns over treatment of physical gas storage and transportation agreements under Dodd-Frank
Move to swaps discounting presents ALM challenges for with-profits funds...
The move to discounting liabilities using swap rates under Solvency II will present challenges for UK with-profits funds that have been used to matching cashflows using gilts. Against the backdrop of a volatile swap spread, insurers will need to adapt...
Expansion of LNG supply to South-east Asia could boost swaps market
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
Using market and credit risk analytics to strengthen performance
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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
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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