Nearly two-thirds of respondents to a Risk.net survey think they’ll make more money from derivatives trading in 2013
Less than 1% of counterparties are ready to trade under new regime. Non-compliant firms may be frozen out of the market, banks warn
Nearly two thirds of survey respondents disagree with Hull and White’s argument that funding valuation adjustment should be ignored
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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A different track
Korean retail investors will be able to access Kospi 200 warrants without the barriers to entry that exist in the Korean market
Sefs could lose out if OTC trading volumes move into listed products, says CFTC commissioner - but he is "comfortable" with decision to approve the CME's new swap future contract
Rule changes have forced firms – including DE Shaw – to stop trading some equities and credit default swaps
New rules would see OTC markets over-margined, while futures may be under-margined - and there could be systemic implications
Ability to choose eligible collateral within CSAs means unique prices for the most vanilla derivatives could become a thing of the past, says Vladimir Piterbarg
Energy indexes may not be included in EU market abuse rules, but remain likely to be hit by further scrutiny
The Title Transfer Facility natural gas hub is expected to see increased market interest, after Ice's decision to acquire a majority share in APX-Endex's gas exchange
Dealers hope to comply with new business conduct rules by amending thousands of Isda master agreements – but a standardised protocol published last month is expected to leave some clients cold
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.