Opinion/Derivatives
Piecing it all together
The aspiration to globally aggregate OTC derivatives data to determine systemic risk remains a distant dream
New regulatory standards require central counterparties (CCPs) to have robust processes in place to mitigate counterparty credit risk exposures. Risk management models must optimally determine the relative...
Warren Buffet once famously described derivatives as “financial weapons of mass destruction”. The ‘Sage of Omaha’, in one of his annual letters to shareholders in his Berkshire Hathaway company,...
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How banks needs to consider their IT infrastructure
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More Opinion/Derivatives articles
Unfair value: FVA's hidden charms
This month's cover story illustration uses Dr Frankenstein’s monster as a visual metaphor for dealers’ attempts to apply fair-value accounting to funding valuation adjustment (FVA). In part, that’s because the results, so far, are ugly – the numbers...
The implications of Emir and Dodd-Frank for Asia’s CCPs
Prescriptions within Emir and Dodd-Frank over the use of third-country clearing houses could drive European and US players out of Asia derivative markets – with a potentially negative impact on liquidity
Italian financial transaction tax under scrutiny
Hogan Lovells partner Vito Vittore discusses the impact of the Italian financial transaction tax and has several concerns with its implementation and effects
Clarity call for trade repository reporting
To allow regulators to aggregate data on derivatives trades sent to trade repositories, reporting needs to achieve global standardisation but progress towards this goal is proving a long road. Five industry participants give their views.
CVA proxying: Nomura's alternative to "flawed" EBA method
The European Banking Authority has proposed a way for banks to calculate a credit valuation adjustment capital charge when credit default swap spreads are absent or illiquid – but it does not solve the problem, argue Eduardo Epperlein, Kyriakos Chourdakis,...
As CDS market shrinks, CVA questions grow
Sometime in mid-2006, the outstanding notional of the single-name credit default swap (CDS) market passed the $15 trillion mark, according to the Bank for International Settlements (BIS). It was on a steep upward trajectory that reached a $33.4 trillion...
Editorial: Asia’s political economy
The shaping force of today's financial markets is politics
Using market and credit risk analytics to strengthen performance
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This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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