Final settlement values for credit derivatives trades referencing Ohio-based aluminum products manufacturer Aleris International were determined during an auction held today by data vendor Markit an...
Hong Kong Exchanges and Clearing (HKEx), the holding company for both the Stock Exchange of Hong Kong and the Hong Kong Futures Exchange, has held onto its position as the world's number one exchang...
Today, the International Organisation of Securities Commissions (Iosco) published guidelines for improving the transparency and supervision of commodity futures markets.
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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Intercontinental Exchange's (Ice) application to become a member of the Federal Reserve System has been approved by the US central bank, overcoming one of the final obstacles preventing the firm fro...
ICE Futures Europe has introduced margin offsets between its Coal Futures and Emissions contracts.
Counterparties to derivatives trades with Lehman Brothers that are currently in-the-money for the bankrupt estate will not be able to hold off payment indefinitely, predict lawyers.
A new scheme for adjudicating on credit event auctions, consisting of a centralised committee, will replace the old system of ad hoc decision-making
Counterparties may find that the legal process is stacked against them if they continue to resist payment of outstanding derivatives contracts with the bankrupt Lehman Brothers, say lawyers
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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.