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International Swaps and Derivatives Association (Isda)

Isda moves to stabilise derivatives markets

The International Swaps and Derivatives Association has issued guidelines to help traders close outstanding equity derivatives positions following the major disruptions to financial markets caused by last week’s terrorist attack on the World Trade Center.

Credit, collateral, capital

Christine Stanschus and Michael Clarke examine the potential impact on collateralisation of the proposed new Basel Capital Accord, and outline the top five things that collateral managers should do to gain maximum regulatory capital benefits.

The new Accord delayed

Implementation of Basel II has been delayed to 2005, and regulators are revising key elements of their proposals for a new Accord on bank capital.

The FSA’s hardliner

Oliver Page, of the UK’s FSA and the Basel Committee on Banking Supervision, says regulators should stay tough on credit and operational risk.

Basel: the new Accord

The Basel Committee’s second consultative paper on reform of the 1988 Accord on capital holds some surprises. Some believe regulatory capital will now have to rise. Dwight Cass reviews the changes, while market experts offer their reaction.

Documentation dilemmas

Concerns over credit event definitions and the Basel Committee’s ‘ w ’ capital charge on credit mitigation instruments will not be easily resolved.

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