Asset managers, hedge funds and proprietary trading shops all want access to platforms that currently serve dealers only - a test for rules on impartial access and, potentially, the start of a long-...
Nailing down mercury
Dodd-Frank and Mifid II position limits could cause firms to withdraw from commodity derivatives
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Opinion/Derivatives articles
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
Forward views: Senior Asia dealers give 2014 outlook
A fragmented view
In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
Variable annuity products must avoid the derivatives witch hunt
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.