The extraterritorial scope of US margin rules would have left US banks’ overseas swaps business in tatters, but an international working group looks set to deliver a reprieve by endorsing similar rules....
US block trading rules have been reproposed following intense criticism, but many dealers suspect the new methodology has been designed to produce the same end result. By Peter Madigan
More Features/Derivatives articles
China launched its version of the credit default swap market nearly 18 months ago – yet activity has almost ground to a halt due to a combination of inflexible rules, lack of standardisation, and an approach to the concept of credit default that is...
Latin American firms are eyeing up the dim sum bond market after America Movil’s debut issuance in February. Other avenues for investment between China and Latin America, such as currency swap arrangements, are also in development
In the tightly regulated Chinese economy, the launch of ETFs linked to overseas shares marks a new form of investment vehicle available to mainland investors. However, challenges still remain due to structural differences in Chinese manufactured ETFs...
Choosing the appropriate process for modelling energy prices is essential for best calculating value, risk and hedging metrics for energy derivatives and assets. In this first article of a six-part series, Carlos Blanco and Michael Pierce discuss some...
Correlations between commodities and other asset classes have risen sharply over the past three years, but investors and academics are divided over the cause, and the outlook for diversification strategies going forward. David Wigan reports
After some painful experiences in recent years, mining companies remain largely unhedged – despite a jump in metals volatility and the threat of a Chinese downturn. Could they end up regretting it? Michael Watt reports
The Dodd-Frank Act requires cleared over-the-counter trades to be executed on an exchange or swap execution facility – as long as at least one venue makes the swap available to trade. So, who gets to decide when a swap meets that criterion? Peter Madigan...
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.
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Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014