The results of our annual survey to find the top derivatives dealers for corporates in Asia
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.
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On September 18, CME Group launched an interest rate swap futures contract for the second time – 10 years after its first attempt. The original product never took off, so what’s different this time? Well, everything. Back in 2002, the CME’s pitch...
There is a temptation with anniversaries to look back – and plenty has happened since Risk celebrated its 20th year with a bumper July 2007 issue. A crisis that began with defaulting low-income homeowners in the US has since engulfed the banking industry...
As they stand, segregation rules for the cleared over-the-counter derivatives market are a mess. The US Commodity Futures Trading Commission (CFTC) finalised its rules in January, mandating an approach known as legal segregation with operational commingling...
The credit default swap (CDS) market has one or two possibly crucial tests ahead of it – so crucial, in fact, that some participants reckon the results could determine the credibility of at least parts of the market in the longer term. That might seem...
Derivatives pricing used to seem so easy, at least for less complex instruments. Until three years ago, financial engineers, traders and risk managers had largely agreed on the appropriate use of models and techniques that underpinned the pricing and...
Equity derivatives markets have long lagged the fast migration to electronic confirmation seen in other asset classes. There are various reasons for this – the sheer diversity of instruments, geographic idiosyncrasies and differences in underlyings,...
Three months have passed since the Basel Committee on Banking Supervision published the final version of Basel III, and attention is now firmly on implementation. The new rules will require banks to hold higher-quality capital, comply with a new leverage...
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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