New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
Non-deliverable forwards are the current focus for FX CCPs and banks, but panellists argue the risk in those products is negligible
Banks in Asia-Pacific complain about dollar dominance in new standard CSA – prompting Isda to rethink its plans
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
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A decision to limit the scope of Japan's clearing mandate has torpedoed months of partnership talks between LCH.Clearnet and the Japan Securities Clearing Corporation
Risk perceptions in the eurozone fell today as France and Germany agreed new treaty plans that will sanction fiscally irresponsible member states
Despite positive vote by House subcommittee, lawyers say a bill repealing section 716 of Dodd-Frank will not pass
Junk-rated export lender says it has enough reserve liquidity to meet obligations while it is being wound up - but dealers are not convinced
Cost of insuring against a German government default remains stable after yesterday’s lacklustre debt auction, but risk perceptions on German banks surge
Financial Services Commission considers restrictions on liquidity providers to cool down Korean warrant market
Volatility returned to eurodollar last week, as forex traders priced further downside risk into euro options
Equilibrium models do not represent real markets and need to be replaced with models that take explicit account of real capital flows, says Alex Langnau
Morgan Stanley quant tells Risk's annual European quantitative finance event that modelling assumptions should be considered in light of calibration needs - even if this leads to discrepancies
Changes to bank capital rules on CCP exposures remove the need for bank clients to enter into contractual agreements to port trades to other clearing members
Revised Basel rules provide little capital incentive for clearing members to clear trades on behalf of clients, bankers argue
Mifid II update: potential position limits and narrowed exemptions likely for commodity traders
Risk sentiment appeared to make a comeback in forex markets yesterday, as options volatility fell from record highs and the euro rallied in response to the deal announced after the Euro Summit in Br...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.