Brazil
Hedge funds turn to exotics for EM carry trades
Traders eye dual digitals to cheapen up carry plays
Corporates rush to hedge emerging market currency risks
Falling forward points have reduced cost of hedging further drops in Chinese renminbi
Hong Kong, India, Turkey lag behind on Basel III framework
Only Canada, Japan and Saudi Arabia ready for full implementation as January deadline approaches
Op risk data: Glencore hauled over the coals in $1bn+ bribery probe
Also: Russian banks in fraud fails; Citi’s fat-finger fumble; devil’s in the data detail. Data by ORX News
Ruble turmoil prompts calls to fix NDF contracts
Some market participants want to see offshore fixings as an option in all standard documentation
Pimco’s Brazilian real deal swells its swaps portfolio
Counterparty Radar: Bond investor held an 83% market share of BRL swaps traded with mutual funds at Q3 2021
China, Turkey lead regulatory laggards on Basel III framework
Argentina, Australia, Brazil, Japan and Korea made no progress at all since May 2020
FX traders pull back to vanilla strategies for emerging markets
Spreads tighten on many currency pairs but liquidity still patchy
Seeing red over blue-chip swap in Argentina’s NDF fiasco
Emta protocol salve aside, peso settlement rate snafu is a warning for emerging market FX derivatives
More NDF changes could follow Argentine chaos
Lat Am contracts may be tweaked to avoid repeat of contentious peso freeze
Top 10 operational risk losses of 2019
Fraud, embezzlement, tax evasion, subprime (still) and rogue trading – and Citi crops up twice. Data by ORX News
Op risk data: Brazil bank faces near-$1bn tax probe fine
Also: UBS hit for $77m for spread hikes; PPI costs top £50bn. Data by ORX News
Credit data: China, US corporates feeling trade tensions
Dispute has ended a steady improvement in corporate credit risk
Santander's pivot to LatAm hikes trading risk
Interest rate risk in Brazil pushes average VAR higher
Credit data: a new PD story for Brazil and Mexico?
One has been sliding, the other stable, but the stage appears to be set for a break from those trends
Santander tames its trading risk
Group value-at-risk falls 40% in 2018
Modelling the tweetstorm? Political risks vex EM funds
Digital fusillades have heightened the risks facing emerging market investors
Uneven Basel rule adoption threatens regulatory arbitrage
Committee names and shames regulatory laggards
Quant Guide 2017: IMPA
Rio de Janeiro, Brazil
Latin America house of the year: BNP Paribas
French structured products powerhouse reaps benefits of deregulation in Brazil
Bringing foresight to Brazil's wholesale power market
Sponsored feature: Thomson Reuters
Brazil applies for Solvency II equivalence
Regulator to introduce Orsa requirement and toughen governance rules in 2015
Numerix takes top spot in Structured Products Technology Rankings 2014
Structured Products Technology Rankings 2014