China permitted the trading of onshore cross-currency swaps by end-users in March and the purchase of forex options by corporates in April. Market participants see the move as part of a gradual expansion...
The China Securities Regulatory Commission plans to ban qualified foreign institutional investors from using their approved quota to use onshore stock index futures for structuring derivatives offshore....
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Features/Derivatives articles
Major institutional investors have started using exchange-traded funds as a relatively cheap access tool to secure exposure to precious metals, agricultural commodities, Asian country risk, volatility and other asset classes. What’s the appeal?
A major split has emerged between dealers over how to price derivatives backed by multi-currency CSAs. Some banks are looking to arbitrage disparities in valuations as a result, causing back-loading of trades to central counterparties to slow to a trickle....
As the global over-the-counter derivatives market moves towards central clearing, Australian dealers are preparing to follow suit, in the anticipation that punitive capital charges will be applied to those that fail to catch up. But with the costs of...
Judge sides with Barclays, and rejects claims of fraud by Cassa di Risparmio della Repubblica di San Marino
The new Isda equity derivatives definitions will finally be launched in May, and will facilitate a higher proportion of electronic confirmations, as well as reduce counterparty disputes. But why has it taken so long? By Peter Madigan
Hedge funds and other sophisticated investors have been positioning themselves as sellers of volatility and correlation, despite recent global events. But some market participants are urging caution. Mark Pengelly reports
Most major derivatives dealers now accept that collateralised trades should be discounted using the overnight indexed swap rate, while a bank’s own cost of funding should be used for non-collateralised trades. But change has been much slower in South...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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