Dealers found a way to protect some cross-currency swaps from heavy new capital requirements last year, by adding foreign exchange options into the structure – but the powers of the technique are ...
A requirement to report trades under the European Market Infrastructure Regulation kicked in on February 12, creating a rush to comply among energy derivatives market participants. Some firms have s...
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A collapse of faith in the internet is unlikely – but a slow-burning loss of confidence is far more probable, and will mean steadily rising costs of doing business
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As life insurers increase their exposure to infrastructure, Blake Evans-Pritchard reports on the different ways in which they are approaching the asset class
Bordering on chaos
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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.