Isda-Sifma working group discussions continue but trueEX prepares to list OTC swaps with standard coupons and IMM dates
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
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.
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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
South Africa's financial stability head warns it will be difficult to make use of data spread across multiple repositories – but South Africa may still set up its own database for rand-denominated...
Stop-gap margin solution would force most firms to post twice as much collateral as CCP members
Only registrants to date are MBIA and Cournot Financial Products – firms that have not traded derivatives since 2008
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.