‘This will never happen’ is no alternative to proper planning
Multi-million-pound hedges can move the market prior to strike date
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Top story articles
Emerging cadre of macro investors are risk managers
CCP exposures not in scope of new regime, but clearing members are
Designation process will be postponed until November
It is not clear that European rules will permit firms to use US collateral protections
Idea that bank retreat loosens correlation ‘doesn’t make any sense’
Firms to apply sovereign crisis and 'Japanification' scenarios
Interest rate swap with €79 million notional is nearly half a billion euros underwater
Finra says year-long approval process revealed "notable outliers"
Substantial tax on “dividend equivalents” though questions remain
Hedge funds and FoHFs in North and South America encouraged to enter
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.