Specials / Risk magazine
Insurers and pension funds are developing a taste for infrastructure loans and other long-dated assets, and abandoning traditional, swap-based hedges
More Specials / Risk magazine articles
Banks are under pressure to reduce the gross value of their derivatives portfolios, spurring greater use of bilateral compression exercises - and tougher standards in the US could put banks there under more pressure than their peers. By Lukas Becker
The bulk of the Dodd-Frank reforms were implemented last year. Now it is Europe's turn. Is there anything Europe can learn from across the Atlantic?
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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