Articles by Chris Davis
インド、当初証拠金の運用開始日を延期
RBI、当初証拠金規制を11月8日実施予定の1日前に延期することを通知
新ベンチマークでフィリピン・ペソ・スワップに弾み、ポストIsdaに追加
ISDA、次回の定義更新に新PHPオーバーナイトレートとインドネシアのインドニアを盛り込む予定
中国の景気刺激策が香港のワラントにヘッジの頭痛の種に
ディーラーによると、ハンセンのジェットコースターのような展開の中、オプションの流動性に問題があり、リスク管理と価格設定が難しい商品となりました。
Isda、インドIMの延期を要請
第三者カストディアンのルールは、当初証拠金ルールの本番まで1ヶ月を切った今もなお最終決定されていません。
Vega peak was foothill in historic Nikkei selloff
JFSA scrutiny has curbed issuance of autocallables, so stock plunge generated light re-hedging
Is JSCC-CFTC stalemate about to be broken?
Japan CCP gains allies in battle to clear yen swaps for US clients, but CFTC shakeup could dash hopes
China CDS users slow to embrace new credit event panel
Decisions from Nafmii determinations committee yet to be switched on in agreements
JSCC presses for US client clearing exemption
Heightened yen rate risk adding urgency to US funds’ calls for swaps clearing access
T+1 shift sparks dividend chaos in HK structured products
Products staying on T+2 leave providers scrambling to deal with ex-dividend dates caught inbetween
Korea FX reforms expected to drive e-trading surge
Dealers say opening onshore FX market to foreign firms will push trading onto platforms
SG trader dismissals shine spotlight on intraday limit controls
Risk experts say many banks rely on daily reports and can’t effectively monitor intraday limits in real time
Saudi Arabia poised to become clean netting jurisdiction
Isda AGM: Netting regulation awaiting final approvals from regulators
Buy side looks to fill talent gap in yen rates trading
Isda AGM: Japan rate rises spark demand for traders; dealers say inexperience could trigger volatility
CFTC chair backs easing of G-Sib surcharge in Basel endgame
Isda AGM: Fed’s proposed surcharge changes could hike client clearing cost by 80%
Regulatory crackdown puts Korea autocalls in deep freeze
Mis-selling fears see distributors pull back, leading to 40% issuance fall in a month
Foreign buyers jolt e-trading in Japan government bonds
Platforms report rise in small-ticket volumes, but bigger trades remain on voice
China stock sell-off will test securities firms’ risk managers
Regulatory measures to support stock market could add to risks facing securities sector
Dealers braced for Taiwan swaps clearing mandate
Expected FSC directive on TWD interest rate swaps could spur growth in FX clearing, say bank execs
Philippines readies new swaps benchmark
Philippine peso rates market has been without an interest rate benchmark since June 2023
LCH-JSCC basis turns negative on BoJ policy shift
Changes in hedge fund positioning at LCH seen as driver of inversion on 20-year swaps