Analysis
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
Repercussions from rupiah stability
Regulation radar - Indonesia
Bridging the gap
Russia is finally set to introduce standardised documentation for derivatives instruments, which should help create the legal certainty participants view as critical to market growth. Mikhail Loktionov and Laila Vildanova look at the mechanics of the…
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
Value added
Valuation remains a major focus for banks and regulators. In this Class Notes article, Charles Smithson examines the academic approaches to valuation and applies them to structured credit assets
Market snapshot
Market Analysis
Is the UK facing a gas storage crisis?
Low storage levels and growing import dependency provoke concern, but some commentators believe the market will sort out any future supply problems, as Rachel Morison reports
Market snapshot
Market Analysis
Ringfencing and contract enforceability challenges
Regulation radar Korea
Market snapshot
Market Analysis
A regulated new year
Regulators are widely expected to increase their oversight of the financial sector in the coming year, with derivatives likely to come under particular scrutiny. As part of the current series of Class Notes articles, Charles Smithson and Steve Allen…
Breaking the cycle
Basel II
CDS risks
Claims that credit derivatives were a major cause of the financial crisis have prompted regulators to threaten to clamp down on the market. In the latest in the current series of Class Notes, Charles Smithson examines some of the risks of credit default…
A counter-cyclical Basel II
The Basel Committee on Banking Supervision is making various changes to the Basel II framework in the wake of the financial crisis. But Ryozo Himino argues there should be greater focus on incorporating a built-in stabiliser into the Accord
Market snapshot
Market Analysis