Over-the-counter (OTC) derivatives
Risk.net poll: G-20 will not meet deadline for OTC derivatives reforms
The vast majority of respondents to a Risk.net poll do not believe G-20 members will meet the end-2012 deadline for all standardised OTC derivatives to be cleared through CCPs
Sponsored Q&A: BNP Paribas
Asian commodity markets react to volatility
CCP capital rules could discourage client clearing, critics claim
Revised Basel rules provide little capital incentive for clearing members to clear trades on behalf of clients, bankers argue
CFTC urged to rethink rules that threaten cross-margining
The cross-product margining maze
Block trade allocations: FCMs and CCPs prepare for new regime
Block around the clock
Illiquidity holding back CCDS, despite Basel III endorsement
Where is the liquidity?
Dealers face up to OTC clearing's tech revolution
Clearing the way for IT
Cutting Edge introduction: the DVA debate
The DVA debate
Isda: Inconsistency among regulators worrying
Dodd-Frank's extraterritoriality and supervisory focus on market structure reforms that will not deliver systemic risk reduction are concerns, says Isda chair Stephen O’Connor
Mixed reaction to Mifid II's proposals to improve trading transparency
Firms say definition of "algorithmic trading" needs revising, while exchanges applaud new pre- and post-trade transparency framework for OTC derivatives
Foreign regulators leave US isolated on uncleared margin rules
Follow the leader?
CRD IV should reflect Emir exemptions, says Bowles
Chair of European Parliament's Econ committee believes CRD IV should mirror Emir corporate exemptions, but has not yet decided whether sovereign counterparties should enjoy the same benefit
Emir should include exchange-traded derivatives, says Gensler
CFTC chairman says European regulators should expand scope of Emir to include all derivatives, rather than OTC only
FSB warns members not to misinterpret G-20 commitments
The FSB warns that some regulations appear to be contrary to the spirit of the OTC derivatives reforms agreed by G-20 members – a statement some believe was prompted by a disagreement over the scope of European derivatives regulation
US regulators ask DOE lab to study flash-crash forecasting tool
US regulators enlist Department of Energy computing power to analyse metric that aims to predict catastrophic market events
Financial Stability Board finalises Sifi measures
FSB settles on plan to tackle the 'too big to fail' problems posed by systemically important financial institutions; measures will be sent to G-20 summit in November
Corporates fear CVA charge will make hedging too expensive
Crunch time for corporates
Profile: Credit Suisse's algo team on automating OTC markets
Automating OTC
LCH.Clearnet eyes November launch for NDF clearing
London-based CCP is set to launch clearing for NDFs in six currencies in mid-November, having shelved plans for options clearing while banks discuss settlement-related issues with regulators
Canadian OTC derivatives repository unnecessary, say market participants
Critics argue a Canadian OTC derivatives repository would lead to fragmented and inconsistent data
Greater focus on OTC derivatives op risk required in Asia – Celent
Market participants in Asia need to focus more on operational risks associated with their resurgent OTC derivatives trading volumes, especially as the market moves towards trade repositories and central counterparty clearing, according to a new report…