New Zealand Stock Exchange to launch equity derivatives to meet demand for hedging instruments
Australian domestic clearing house hoping to use lower margin costs as a means to win market share
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.
More News/Derivatives articles
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
A lack of liquidity is still providing problems for corporates looking to hedge – even in Hong Kong
Foreign banks have until July to push out derivatives activities after OCC guidance repeats Dodd-Frank drafting mistake
Watered down proposals include equity derivatives to avoid creating loophole, experts say
The Basel Committee’s proposal to scrap VAR and the move to OIS discounting struck a chord with Risk.net readers in 2012
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.