Europe isolated as US regulators opt for broad counterparty risk charge
Dealers say rules for default fund exposures are an improvement, but risk weights are not tied to "real default probabilities"
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More News/Derivatives articles
Ratio could be a 'game-changer', dealers warn, as Basel Committee proposes counting received collateral as well as derivatives exposures
Some banks believe capital is - or will be - needed to support guarantees to clients
Fight over margin requirements for uncleared trades is not over, banks vow, but Isda will develop a standard model for use under the rules
Supervisors ‘should accept the legislation that the council and the parliament in their wisdom have decided upon’, warns MEP
Industry undecided on whether own cost of funds or an industry average funding spread should be used
Clearing volumes dip as hundreds of new firms are caught by US clearing rules, but activity rebounded on June 11
Complete agreement proved impossible, but participants see new legal template as a good base for negotiations, Isda says
Lower margin levels for swap futures could drive up risk-weighted assets for dealers, and erode the product's advantage, panellists argue
Citadel and Fortress have found some foreign banks unwilling to accept Dodd-Frank reporting rules, conference hears
Supervisors should ask dealers to prove they are favouring standardised products, says Fed official
Standard-setter decides trades can still qualify for hedge accounting when voluntarily novated to a CCP, but experts warn wider stance on novation could cause trouble
Commodity businesses must have broad client base to absorb increased regulatory costs, says JP Morgan commodities head
Facing pressure from domestic producers and chronic pollution, China's authorities are considering clamps on low grade coal imports – potentially increasing swap activity
Institutional demand for Topix options outweighs supply and is creating basis risk for dealers hedging their positions
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