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Nordic markets warm to central clearing

Regulators across the globe are intent on forcing over-the-counter derivatives through central clearing. How are supervisors in the Nordic region responding, and could the relative lack of liquidity in domestic markets hamper their efforts? By…

Profile - Federal Reserve Bank of New York's Theo Lubke

The Federal Reserve Bank of New York has been shepherding global efforts to improve the over-the-counter derivatives market since 2005 and continues to push dealers to improve in areas such as transparency and central clearing. Theo Lubke, senior vice…

CDS lessons from the emerging markets

Eurozone politicians are pushing for a ban on naked sovereign credit default swaps (CDSs) – but the eurozone CDS market is relatively young. In emerging markets, where it has a longer history, CDSs are sometimes the hero, sometimes the villain – and…

Questioning collateral

European financial markets have been turned upside down by the sovereign debt crisis, with eurozone government bonds no longer regarded as completely risk-free. As a result, dealers are more wary of the correlation inherent in collateral denominated in…

EU regulators ready to act in concert?

The European Union is close to reaching agreement on a new supervisory framework, designed to reduce the room for national discretion. But Germany’s recent short-selling ban shows domestic supervisors are not afraid to go their own way to protect…

Surviving skew

Skew skyrocketed in May, breaking through levels last reached in 2008 after the bankruptcy of Lehman Brothers, while volatility and correlation also spiked. The dislocations are rumoured to have caused losses for some exotic equity books. How did dealers…

The dangers of a more liquid gold market

With other safe haven assets looking increasingly risky, investors are turning to gold in unprecedented numbers – but a more liquid market may turn out to have pitfalls in the long term. By Alexander Campbell

Sparring over global valuation

Dealers have typically used a variety of pricing models that are specific to certain asset classes and instruments. But is it possible for banks to build global models that can be used to price instruments across asset classes? Matt Cameron reports

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