Survey finds more eligible OTC trades being confirmed electronically, and fewer trades left unconfirmed
First OTC derivatives research award will be given in February 2014
Isda and Sifma jointly unveil market-agreed coupon standardised interest rate swaps
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More News/Derivatives articles
The recent rise in Japan’s equity markets have seen macro hedge funds and asset managers overtake the retail structured product investors as the dominant source of flow on Nikkei and Topix options
Some client trades have not been cleared within 60 seconds
Clearing house has been told its own rules prevent it from shelving buy-side clearing for single-name CDS contracts
New proposals on the margining of uncleared derivatives trades could dampen take-up of the standard CSA
Two firms now testing central credit-checking service
Consultation on alternative to much-criticised current exposure method could start in June
Hedges will attract capital instead of providing capital relief, argues Citi exec
Bank has not decided whether to sell its book to other dealers
Court sets "dangerous precedent" in allowing local corporate to walk away from swap without compensating UniCredit
Firms that trade index and single-name CDSs will see margin requirements increase
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.