Articles by Nick Sawyer
Multi-currency CSA pricing issue needs to be resolved
Pricing post-crisis
Multi-currency CSA chaos behind push to standardised CSA
The evolution of swap pricing
Armes leaves Morgan Stanley
Co-head of European interest rates joins Brevan Howard
Isda working group to draw up new, standardised CSA
Derivatives market set for shake-up as confusion over how to price multi-currency CSA trades drives a push towards a standardised collateral agreement
People moves
People moves
Basel Committee tweaks counterparty risk rules
Basel Committee makes alterations to counterparty credit risk rules
Basel Committee publishes final Basel III rules
The Basel Committee has finalised its Basel III package - but work in certain areas will continue into 2011
The Basel Committee needs teeth
Basel needs teeth
Basel Committee considers capital charges on CCP default fund exposures
Basel Committee considers capital charges on CCP default fund exposures
2011 Risk and Energy Risk magazines' Commodity Ranking poll
Vote now in the 2011 Commodity Ranking poll, organised by Risk and Energy Risk magazines, for your top counterparty dealers.
Risk USA: Multiple trade repositories will hamper ability to spot systemic risk build-up
More transparency in OTC derivatives is crucial – but regulators need the right kind of data, say conference speakers.
Risk USA: Basel Committee considers capital charges on bank exposures to CCP default funds
A new capital charge on bank exposures to CCP default funds could be introduced in December, says Osfi's White.
Risk USA: EC likely to follow a US clearing exemption for FX swaps and forwards
Push for global convergence in over-the-counter derivatives regulations means any US exemption is likely to be followed in other jurisdictions, says the EC’s Pearson
The impact of regulation on the global OTC market
Three web seminars – in Hong Kong, London and New York – exploring key changes in international OTC derivatives regulation from a regional perspective
Rehypothecation dilemma
Rehypothecation dilemma
Basel Committee under time pressure
Time is on the slide
Pensions face RPI-CPI basis risk
Pension pricing peril
Risk awards 2011: guidelines for submission
Risk magazine will publish its annual awards in January. Find out how to enter
Hedging costs to soar for UK pension funds
Best of RPI and CPI exposure will cost up to 100 basis points to hedge, as well as increase the size of liabilities, say participants
15 minutes with: Eraj Shirvani, Isda
Isda's chairman discusses some of the changes in the regulation of the over-the-counter derivatives market