Modifying market risk management – A year into the Covid‑19 pandemic
This webinar explores how capital markets participants revised their market risk management practices during the height of Covid-19 pandemic-induced market volatility and what this means for the future
This webinar explores how capital markets participants revised their market risk management practices during the height of Covid-19 pandemic-induced market volatility and what this means for the future
The US Securities and Exchange Commission has adopted Rule 18f-4, which requires registered funds and business development companies to implement a robust regulatory framework for derivatives use. This webinar provides a comprehensive overview of the new rule and what mandatory risk measurements need to be adopted within the reporting framework
This webinar explores the implications of EU bond issuance, how it impacts the derivatives market, and the opportunities and challenges a relatively fast pace of new debt issuance has created for market participants
In this audiocast, Navin Raunier, partner for risk advisory at consultants TCS discusses recent developments in Libor transition with Tom Wipf, vice-chair of the institutional securities business at Morgan Stanley, and chair of the Federal Reserve Board’s Alternative Reference Rates Committee
Jutta Frey-Hartenberger and Lee Bartholomew of the Eurex fixed income product development team discuss the take-up and demand for support to mitigate unemployment risks in an emergency bonds and Next Generation European Union bonds among the investor community and the factors affecting rollout of associated products
Eugene Stern, head of market risk products at Bloomberg, reveals how banks are adapting their strategies in the current environment, and why FRTB affords banks a unique opportunity to develop a unified view on market risk and enhance their overall risk capabilities
David Croen, head of credit risk products at Bloomberg, reveals how credit risk management strategies are changing in the current environment, and the tactics and tools available for gaining a more forward-looking view on credit risk in the future
Steffan Tsilimos, head of interest rate derivatives products at Bloomberg, discusses the outlook for Libor derivatives, including how firms can best understand their exposure, the different approaches required for legacy transactions and the challenges of developing liquidity in risk-free rate markets
Participants in the interest rate futures markets face rising fees and limited product choice. This video explores why CurveGlobal’s competitive markets, innovative products and special pricing offer a clearer path to liquidity and best execution
