New York-based credit derivatives product company (CDPC) Primus Financial Products has restructured $1.2 billion of credit derivatives protection the firm had written referencing a monoline insurer.
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.
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A group of dealers hoping to avoid the systemic implications of counterparty risk is working with the Clearing Corporation on establishing a central clearing house for certain credit derivatives pro...
A group of dealers hoping to avoid the systemic implications of counterparty risk are working with the Clearing Corporation on the establishment of a central clearing house for certain credit deriva...
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.