CNY swaps and forwards can be cleared from November on SCH
Small derivatives hedgers bewildered by emails from regulator
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 Swaps articles
Australian industry needs additional time to set up trade reporting infrastructure
Singapore dollar trade potentially hit by US person rule
The stalled coking coal swaps market may benefit from increasing spot coking coal trade, with more players reportedly belatedly switching over to shorter-term pricing contracts
CFTC commissioner warns lack of clear rules is "a major problem, nearly a crisis"
Facing pressure from domestic producers and chronic pollution, China's authorities are considering clamps on low grade coal imports – potentially increasing swap activity
When swaps become futures
OTC commodity swaps valuation, hedging and trading
Swaps-to-futures switch at Ice – plus hedge fund regulatory changes – behind threefold jump in numbers taking futures trading exam
Japan questions the current framework for clearing foreign exchange derivatives
Banks and pension plans are waiting for the US Department of Labor to clarify whether initial margin counts as plan assets
The decision by Ice to speed up the transition of its cleared OTC energy contracts to futures reflects regulatory uncertainty, and is likely to be replicated by other exchanges, says CFTC commissioner
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.