Banks are turning their attention to calculating a new derivatives valuation adjustment
Regulatory capital savings offered by instant settlement of smart contracts on distributed ledgers
Isda urges US tax officials to postpone rule treating certain payments as loans
Wujiang Lou presents a framework to compute recursive CVA and FVA via Monte Carlo simulation
Market participants frustrated at attempts to further standardise swaps in data reporting proposals
Officials seek better data "to understand the dynamics of these markets"
Vladimir Sankovich and Qinghua Zhu develop a method to value cheapest-to-deliver option embedded in CSAs
Dexia Crediop wins right to appeal against Italian city of Prato over €6.5 million swap claim
Agency chief sidesteps question over whether Gensler rushed rules
A pricing tool for fixed-income volatility products is introduced
Data giant responds to needs of Asian energy traders with oil modules
US would have benefited from pragmatic European approach
Sponsored statement: NYSE Liffe
Single stocks the future?
The social and private costs of retail payment instruments - Designing an expert-knowledge-based systemic importance index for financial institutions - Liquidity and central clearing
13th Annual European Single Manager Awards 2013
Lower margin levels for swap futures could drive up risk-weighted assets for dealers, and erode the product's advantage, panellists argue
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
Breaking break clauses
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?