News
SwapClear may assist OIS development
SwapClear may assist OIS development
Structured Products Asia 2011: FX-linked products to grow in Hong Kong
Currency-linked structures likely to become more popular in Hong Kong with retail investors. But take-up of volatility products is still muted despite erratic markets due to concerns about complexity, panellists say
Deutsche Bank tops Risk interdealer rankings
Deutsche claims top spot for third year running, with JP Morgan a close second
Market fragmentation "inevitable" if CPI-linked gilts issued, says DMO chief
Key question is to what extent fragmentation could affect liquidity of new instrument, says chief executive of the UK’s Debt Management Office
Volatility of volatility spike drives options liquidity squeeze
Volatility of volatility spike drives options liquidity squeeze
People: Citi ramps up listed and OTC clearing
Citi ramps up listed and over-the-counter clearing
Trading positions - September 2011
Energy Risk catches up with the latest appointments, promotions and departures in global commodity markets
Political pressure will come to bear on US margin rules – Risk.net poll
More than half of respondents expect regulators to back down over extraterritoriality application of margin rules
Structured Products Asia 2011: ‘Copy and paste’ KFS not good enough, says SFC’s Law
SFC policy director says some product issuers still provide inadequate key facts statements
News in brief
News in brief
US pension regulation reform will increase focus on risk management
US pension regulation reform will increase focus on risk management
Dutch pension reforms could cause unwinding of swap hedges
Dutch pension reforms could cause unwinding of swap hedges
IIF warns Solvency II risk charges may lead to imprudent asset allocation by insurers
IIF warns Solvency II risk charges may lead to imprudent asset allocation by insurers
EU Parliament adds to calls for Solvency II delay, but uncertainty remains
EU Parliament adds to calls for Solvency II delay, but uncertainty remains
Major disagreement over commodity trade repositories
Multiple plans to open trade repositories fuel concerns
Commodity trading data leak relights speculation debate
Commodity trading data leak relights speculation debate
India’s CCIL set to become currency options trade repository
The Clearing Corporation of India is already well ahead of rivals in Asia when it comes to receiving OTC interest rate derivatives data. It now looks set to become the country’s trade repository for non-rupee currency derivatives, as the clearer moves to…
RBS launching gamma hedging algo for forex clients
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange options
Mexico’s hedging programme gears up for 2012
This week Mexico’s Congress will begin to debate the price at which the country hedges its oil exports next year
CME Chilean peso clearing service awaits first trade
The CME blames FCMs for the delay in offering its clearing service of non-deliverable forwards in USD/Chilean peso
Regulators wary of new corporate deposits that sit outside Basel III LCR
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
Thaker quits Bank of America Merrill Lynch
Global head of structured rates and currencies trading Neh Thaker leaves bank
Credit Suisse: first cleared coking coal swap
Credit Suisse has announced the completion of the first cleared coking coal swap transaction, based on a new over-the-counter cleared contract on the CME
Risk Japan 2011: Too-big-to-fail rules should be scrapped in favour of ‘bridge banks’
Japan looked at the need to impose excess capital for systemically important financial institutions in the 1990s and rejected it in favour of ‘bridge banks’ which could inherit losses in the event of a major bank getting into trouble. One university…