The Wheatley Review calls for an end to Libor quoting in five currencies, but the number of trades affected is small – a good thing, because the available solutions are flawed, say market particip...
Ability to choose eligible collateral within CSAs means unique prices for the most vanilla derivatives could become a thing of the past, says Vladimir Piterbarg
Energy indexes may not be included in EU market abuse rules, but remain likely to be hit by further scrutiny
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More News/Derivatives articles
The Title Transfer Facility natural gas hub is expected to see increased market interest, after Ice's decision to acquire a majority share in APX-Endex's gas exchange
Dealers hope to comply with new business conduct rules by amending thousands of Isda master agreements – but a standardised protocol published last month is expected to leave some clients cold
CME Group's European exchange, set to begin trading foreign exchange futures next year, will offer a competitive alternative to other exchanges, says the group's head of forex and rates
Proposal for a transaction tax on futures and options could have a dramatic impact on Korea's derivatives market
A CFTC source acknowledges that inconsistencies in the proposed interpretative guidance on the cross-border application of Dodd-Frank will have to be ironed out
TriOptima’s new risk mitigation system, triBalance, is a big hit among dealers – but it faces a regulatory death sentence
International regulators and central banks trying to avoid "nightmare" of fragmented clearing system
Looking ahead to a period of unprecedented change in derivatives markets, Risk's 25th anniversary issue has selected the companies it believes will do most to shape the future
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
Publication of swap rule will mark start of 60-day countdown to compliance with registration, reporting rules. Industry will find it "quite challenging" warns CFTC's O'Malia
Transparency and own-capital ban for OTFs could interfere with “free flow” of market, says Lord Harrison, chair of a House of Lords committee that yesterday warned of fundamental flaws in Europe...
Hedging programmes have a positive effect on a company’s share price and financial performance, according to a new academic study that examines the use of weather derivatives by US utilities
Barclays' $450m settlement gives lawyers smoking gun evidence of attempts to tamper with benchmark rates
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.