More Features/Derivatives articles
Returns of the Mac
Clearing – and present danger
A family affair
Min Park to retire
The taxman cometh
The move to central clearing poses a huge documentation challenge. A standard template has been developed for European derivatives users – but will this solve the problem? By Duncan Wood and Lukas...
Dealers broadly agree that funding costs and benefits should be priced into uncollateralised trades, and some banks have started recognising this in their financial statements. But there is no stand...
The days either side of the first US clearing deadline saw last-minute decisions by clients and regulators, operational niggles and some illegality. The industry expects breaches of the rules to get...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.