Derivatives
Spread options, Farkas's lemma and linear programming
Spread options, Farkas's lemma and linear programming
Special report: Clearing and settlement
Special report: Clearing and settlement
Shell Energy chief calls for regulatory data confidentiality rules
The confidentiality of energy trading data provided to regulators for market monitoring purposes continues to concern market players and regulators alike, after August leak by senator Sanders
SGX consults on derivatives clearing reform
The Singapore Exchange has proposed amendments to limit the liabilities of its members on exchange-traded and over-the-counter derivatives
OTC derivatives reform will lead to algo boom, banks predict
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
Spread options, Farkas's lemma and linear programming
Spread options, Farkas's lemma and linear programming
Political pressure will come to bear on US margin rules – Risk.net poll
More than half of respondents expect regulators to back down over extraterritoriality application of margin rules
CVA hedging: a false sense of security
Quo vadis, CVA?
BNPP recruits Goodwin to head corporate sales in New York
Deron Goodwin’s appointment from RBS comes weeks after the departure of Clive Banks and John Chase in London
US 'shooting itself in foot' with derivatives margin rules - Issa
Congressman Darrell Issa attacks margin rules that threaten to isolate US banks. Foreign regulators say they have no plans to copy the proposals
Risk Australia Spring 2011
Playing the reverse swing
Spread options, Farkas's lemma and linear programming
Spread options, Farkas's lemma and linear programming
US power bodies call for clarity on Dodd-Frank “swap” definition
More guidance is needed from the CFTC on the definition of a swap, according to Ferc and other industry associations concerned about regulatory overlap
Counterparty risk capital and CVA
Counterparty risk capital and CVA
Fannie Mae says FHFA's margin rules would drive up hedging costs
US mortgage giant says segregating variation margin will hurt FHFA- and FCA-regulated entities, and create new funding obligations for swap dealers
Foreign banks get temporary respite from China’s new ‘Volcker rule’
Foreign banks in China, particularly thinly capitalised branches that are not locally incorporated in the country, greeted a decision by China’s banking regulator to postpone rules aimed at limiting non-hedging business onshore with relief this month…
ECB and World Bank call for exemptions from US derivatives rules
World Bank believes imposition of national regulations on multilateral development institutions is unprecedented intrusion on the internal operations of international organisations
Regulator strengthens enforcement authority
CFTC finalises new Dodd-Frank anti-manipulation rule but energy experts continue to question its value
Regulators may not have authority to delay Dodd-Frank, warn lawyers
Some lawyers claim the CFTC and SEC may not have power to delay enforcement of the Dodd-Frank Act – a grey area that could lead to disputes
Asia Risk wealth rankings 2011 – VOTE NOW!
Your chance to take part in our poll to find the region's top derivatives dealers for the wealth management industry
Report recommends ways to tackle energy market manipulation
A new report has suggested a framework for identifying market manipulation, arguing further clarity will boost market liquidity
Spot USD/CNH fixing in HK poised to become derivatives benchmark
Hong Kong interbank participants have created the first US dollar to offshore renminbi price fixing giving the city first-mover advantage in becoming an offshore centre for renminbi products such as derivatives, say market participants
Boon to US leverage ratios as FASB ditches netting proposals
Derivatives accounting proposals abandoned to relief of dealers - but move deals a blow to hopes of convergence between US standards and IASB