Compression is the ultimate retort to those who equate notionals with exposure
Regulators are clamping down on complexity, but risk harming innovation
Sydney home to world's fourth largest IRS market but is that big enough?
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Collateral posters should pay when rates are negative, US banks believe
Credit repacks and collateralised loan obligations back en vogue
XVA specialists spark debate on regulation and risk-neutrality
Corporate bond and commodity derivative sectors are the prize
As global markets focus on Japan, China and India are set for upswing
US would have benefited from pragmatic European approach
A three-year avoidance of European-linked structures at an end
Nailing down mercury
Dodd-Frank and Mifid II position limits could cause firms to withdraw from commodity derivatives
Last year was a landmark for the derivatives reforms laid out by the Group of 20 nations in 2009, with clearing, trading and reporting rules all coming online in the US. But it was also just the sta...
Quotes of the quarter
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.