Derivatives
Random grids
Random grids
Repricing the cross smile: an analytic joint density
Repricing the cross smile: an analytic joint density
Marking systemic portfolio risk with the Merton model
Marking systemic portfolio risk with the Merton model
Dodd-Frank extraterritoriality will hurt US banks – Risk.net poll
More than two-thirds of respondents think the long arm of Dodd-Frank will put US banks at a competitive disadvantage
JPM’s Zubrow: US margin rules 'will kill our overseas swaps activities'
US banks will be shut out of the market for uncleared derivatives, says JP Morgan's chief risk officer
Risk & Return Brasil: Supervisors need to be more curious, says Maia
Authorities should put less faith in numbers and what they are told by banks, says top Brazilian supervisor
Energy Risk's Derivatives House of the Year Award: BNP Paribas
BNP Paribas wins Energy Risk's 2011 Derivatives House of the Year Award
Deutsche Bank merges OTC and listed clearing businesses
Deutsche restructures clearing initiatives in response to global regulatory push towards OTC derivatives central clearing
Geithner letter to Hungarian minister weighs in on Emir open access debate
Market participants believe US letter endorses a narrowing of Emir scope, but a Treasury official says the letter draws attention to gap in regulation
StanChart bests the rest for coporates derivatives in Asia
The standard bearer
Challenges ahead for access derivatives in Asian markets
Gateway to Asia
Enter the quant regulator
Enter the quant regulator
OTC industry rushes to develop standard legal entity identifiers
Identifying the identifiers
Isda chairman: US banks could be hamstrung by Dodd-Frank
Isda chairman warns House Committee on Agriculture that extraterritorial application of swaps proposals could make US banks less competitive
Increase in corporate hedging boosts derivatives industry in Asia
Banks in the Asia-Pacific region have benefited from a more active year in derivatives, as corporates seek to hedge their currency and interest rates exposures following a slowdown during the financial crisis
From spot volatilities to implied volatilities
From spot volatilities to implied volatilities
Trend towards in-house clearing could increase fees and admin
The LME is the latest exchange considering whether to build its own clearing business. If the trend continues, banks could face more fees and administration
European Commission 'unhappy' with Dodd-Frank extraterritoriality
EC official voices concern over the long arm of US derivatives rules
BNP Paribas takes €108 million hit on swaps after switch to OIS discounting
French bank becomes the latest to divulge a revenue impact from a change to overnight indexed swap discounting
Everbright Securities plots to become derivatives force in China
Showcasing structures
Latin America house of the year
House of the year, Latin America
Banks will pass on regulatory costs of derivatives transactions to clients, says Shirvani
Outgoing Isda chairman Eraj Shirvani spoke to Risk's deputy editor Duncan Wood about how derivatives operations, and end-users, will have to adapt to the impact of new rules
Video: Industry executives consider future of derivatives market
Isda's Conrad Voldstad, along with Credit Suisse's Eraj Shirvani and Stephen O'Connor of Morgan Stanley discuss the near future for the derivatives industry
CFTC and SEC could diverge on rules, says Schapiro
SEC chair says Dodd-Frank Act should be adapted to fit markets