Opinion/Derivatives
CDSs: lubricant or landmine?
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Credit default swaps have allowed banks and investors to improve the management of their credit risk, but they may represent a lurking source of contagion in a crisis, argues David Rowe
Original headline:
The date: October 27. The scene: a dining room at one of the world’s biggest banks. The starter: grilled salmon. While glasses of sparkling water were still enthusiastically effervescing, two of the...
Original headline:
Hedges of derivatives counterparty credit exposure – when based on credit default swap spreads – are unreliable and may lull banks into ignoring tail risks, argues David Rowe
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More Opinion/Derivatives articles
Risk Australia Spring 2011
Original headline:
Market participants in the Australian financial sector have received some interesting deliveries during the past six months. These tricky shifts have come as many participants have only recently adjusted to the new, post-global financial crisis order. ...
More guidance needed from regulators on clearing
Original headline:
Regulators are pushing for standardised derivatives to be cleared through central counterparties, but further rules are needed to ensure an appropriate balance between initial margin, the default fund, and the contributions of clearing houses, argues...
Vigilance needed to prevent curse of inflation in Asia
Original headline:
The unprecedented injection of trillions of dollars of easy money into the global financial system during the past couple of years is increasingly viewed as posing a serious risk that inflationary pressure will build in many economies around the world...
Nuclear risks cloud Japan's economic outlook
Original headline:
April 2011 Editor's letter
European politicians row over scope of Emir
Original headline:
A political squabble has broken out over the scope of Europe’s new market infrastructure regulation, known as Emir. The Council of the European Union has proposed extending the scope of the rules to cover all derivatives, as opposed to just over-the-counter...
Multi-currency CSA pricing issue needs to be resolved
Original headline:
Dealers are scratching their heads over how to value certain derivatives products. There is little consensus, and some bankers talk about delving into the deepest, darkest realms of financial theory and modelling. They’re not talking about exotic derivatives...
The irony of SSA derivatives clients
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Life is full of little ironies, and this is sometimes – very occasionally – true of the derivatives markets too. To give an example: politicians, central banks and regulators are pushing for banks to clear over-the-counter derivatives through central...
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