The aspiration to globally aggregate OTC derivatives data to determine systemic risk remains a distant dream
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,...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Opinion/Derivatives articles
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...
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
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.
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,...
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...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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