Articles by Chris Davis
IFRS 9 expected to boost options with corporates
New rules limit options volatility in P&L; some hedgers already taking advantage, banks claim
Don’t use structured products to bet on politics, say issuers
Structured Products Europe: Panellists speak of Brexit hedges backfiring and Trump win confounding expectations
Dealers split over competing repack standardisation efforts
Rival initiatives aim to standardise documentation for repackaged bond investors
Commerz to spin off structured equities, scale back exotics
German bank offers more detail on plans to retreat from derivatives and bond trading
CSA reviews necessary after Sonia reform, lawyers warn
Benchmark administrator change may require amendments
Swap 4175: how a hedged loan became a €600m dispute
City of Linz v Bawag case underlines risks in municipal derivatives
BoE plans could force change to Libor-Sonia swap payments
Reformed Sonia proposals may see floating-leg settlements delayed
AIFs may struggle to meet March margin deadline
Lawyers warn some AIFs may not be ready for the start of Europe's variation margin regime
New margin timing rules may pose problems for buy side
Dealers warn clients could struggle to meet incoming T+1 deadline for variation margin