News / Risk magazine
Banks struggling to price the risk that downgrade triggers may be exercised, leading to calls for regulators to prohibit their use in derivatives documentation
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
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
Eleven CCPs say they will apply to Esma for approval – sparing European members a capital hit – but Canada's CDCC has no plans to go through the process
The yen has become more range-bound following its dramatic fall earlier in the year, creating a lull in FX market activity during the western summer weeks
Rival services from Markit and Traiana are gaining support, but detractors claim the hubs could be made redundant by CCP credit checks
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.