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...
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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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
Australian domestic clearing house hoping to use lower margin costs as a means to win market share
Ability to customise hedges means swaps are still the best way to manage many exposures, conference told
Securities firms in China have begun trading OTC equity derivatives, with a final master agreement expected soon
Cheaper swaps prices have convinced two more DMOs to sign collateral agreements
Doubling Japan's inflation target has been viewed as a big deal internationally but players on the ground say the impact on the domestic inflation market has been limited
Parliament is unhappy with the treatment of corporate end-users, and could require Esma to redraft standards
Trades will not become subject to initial margin rules part-way through their life, rule-making body tells Risk
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.