News / Risk magazine
Academics who ignited fierce debate on funding valuation adjustment return with new paper
Four-way agreements too difficult under Dodd-Frank external business conduct standards, say prime brokers
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More News / Risk magazine articles
Final WGMR rules allow collateral on uncleared derivatives to be rehypothecated under strict conditions, but lawyers say they are unclear on how the rules will work in practice
Just over half of dealer respondents to a Risk survey believe post-crisis rules are constraining their ability to make markets
Dealers are looking to consolidate desks that manage adjustments for credit, debit and funding valuation
A preliminary protocol to enable four-way FX prime brokerage involving agency desks has been agreed ‘in principle’ and could allow agencies to scale up their activities, having been largely redu...
Proposed revisions appear to catch back-to-back trades that are used to get exposure into European CCPs
Final rules on margin requirements for non-centrally cleared derivatives are expected within weeks, including a long-awaited exemption for forex swaps and forwards
Temporary rules for portfolio margining by clients are set to expire in December. Hedge funds say they will stay on the sidelines until they know what happens next
A change in CFTC rules could lead to clearing members having to increase default fund contributions at CME and other US CCPs
HM Revenue & Customs "does not wish to discourage" client clearing business, which is caught by UK balance sheet tax
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.