Derivatives
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OpRisk Europe: No race to the bottom on derivatives, says CFTC’s Chilton
CFTC due to release interpretive guidance note within a week, which aims to clarify extraterritorial application of its rules
UK utilities face swap counterparty shortage
Bank downgrades could leave many structured finance transactions without acceptable swap providers - a potential nightmare for UK utilities
SwapClear changes expulsion rules
SwapClear changes expulsion rules
LCH.Clearnet splits default fund
LCH.Clearnet splits default fund
Mongolia: First steppes
First steppes
Initiatives promote commodity derivatives in Brazil
Seeds of change
Quanto adjustments in the presence of stochastic volatility
Quanto adjustments in the presence of stochastic volatility
Stochastic volatility’s orderly smiles
Stochastic volatility’s orderly smiles
New regulations could cause $7 trillion "collateral shock"
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
Cross-default dilemma
Cross-default debacle
Stress testing with fully flexible causal inputs
Stress testing with fully flexible causal inputs
BlackRock tries to renegotiate 'dirty CSAs'
Asset manager seeking to remove collateral optionality - and pricing divergence - from thousands of CSAs
Constant maturity asset swap convexity correction
Constant maturity asset swap convexity correction
Mitigating op risks for CCPs post-crisis
To the rescue
Derivatives blamed for Goldman Sachs' 'toxic' culture
Resignation letter links derivatives trade to moral collapse at bank
Ability to use custodial accounts worries OTC clearing members
Custodial accounts worry OTC clearers
Asia Risk FX review and outlook 2012
Asia Risk FX review and outlook 2012
Vote now in the 2012 Risk Brasil derivatives survey
Risk's annual poll on Brazil's derivatives markets, including interest rates, currency, equity and other categories
Pushing for break-clause capital relief
Break dancing
Margin segregation
In depth: segregation introduction
Banks caught in DVA dilemma
The DVA dilemma
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Downgrade termination costs
Downgrade termination costs