Operational risks, funding valuation adjustment and the money made by one dealer in the early days of OIS discounting – the top stories of the year on Risk.net
Execution agreements that have taken years of work cannot be used on Sefs - and a big change is needed if they are to survive at all
News will "come as a surprise" to market participants - and also the UK's FCA, which has misinterpreted Esma rules on its website
More News/Derivatives articles
Market is too concentrated to cope with a default, participants warn
Product launch "incomprehensible" in saturated currency futures market
Banks hope for leverage exposure relief after interest rate swap clearer fixes clash with CFTC rules
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number b...
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
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
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.