Dealers fear mutualised exposure in 'sponsored principal' model
Mandatory trade reporting for all asset classes will begin on February 12, but the forex industry is still grappling with the challenges of dual reporting
Swiss bank is tying up too much capital in immature business, rivals claim, after new NFA data shows it to be an outlier
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More News/Derivatives articles
Canadian regulator wants its banks to compete on same terms as US rivals
New liquidity paradigm caused by regulatory constraints is "here to stay", says BlackRock trading chief
Indian regulators try an under-the-radar approach to launching a domestic interest rate futures market
Legacy issues and the lack of alternative benchmarks mean Libor will remain the default benchmark of choice for OTC transactions
CFTC's Chilton says "continuing to kick the can down the road is just not acceptable", as expectations grow that Europe will miss 2014 start date
Banks tout 'tremendous' capital savings as Bank of America, Barclays, Citi and other swap dealers start using illiquid assets as initial margin
Although the market is excited about the new contract’s possibilities, uncertainties remain over physical delivery capabilities and liquidity levels
Dividing the over-the-counter market into cleared and uncleared products creates extra risk and inefficiency, critics claim – it also creates an opportunity for services that can repair the damage...
Questions raised by Isda concerning trade reporting workflows have not yet been answered, delaying preparations for the start of mandatory trade reporting early next year
New research sheds light on implications of product's role as regulatory capital hedge
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
A string of no-action relief letters issued ahead of today's deadline have been welcomed, but some participants believe they still don't go far enough
Global regulators have agreed to cooperate when implementing new derivatives rules on a cross-border basis, but market participants are unsure as to how this will work in practice
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.