Credit default swaps
SEC legal hurdles threaten non-US CDS dealers
Row over access to books and records threatens to undermine registration rules
Barclays taps blockchain for equity swaps, options, swaptions
Regulatory capital savings offered by instant settlement of smart contracts on distributed ledgers
Nine years later, RMBS woes still haunt banks
Megan van Ooyen from SAS rounds up the top five operational risk losses for April 2016
European dealers wrestle with corporate CVA changes
Banks say prices already diverging; CDS market could be impacted
Dealers overpricing CLNs, research suggests
Information asymmetry and illiquidity driving up prices
Bank names obstruct single-name CDS clearing
Ice is “working through” wrong-way risk issues, may need to revamp auctions
Traders shocked by $712m CVA loss at StanChart
Bank’s new methodology has been used by some rivals for more than a decade
SEC in wait-and-see mode on CDS clearing mandate
Industry sources that have met with the agency claim it has “no plan” for mandate
Accounting change threatens structured note DVA hedges
Move could force unwinds, but an IFRS exemption may prove a saviour
SEC rule hikes cost of trading US CDS for non-US firms
CDS trades between non-US counterparties will be captured under Dodd-Frank
Credit derivatives house of the year: Citi
Single-name CDSs still have buy-side fans and many have come to see Citi as the go-to dealer
Oil rout sharpens energy companies' focus on credit risk
As defaults rise, firms step up sophistication of counterparty assessments
Isda escapes CDS case pledge to help CFTC
Association still faces licensing overhaul as part of pending settlement
Buy side: central clearing 'a mess' as sell-side dialogue hits 'fever pitch'
Asset managers want to see futurisation of swaps get off the ground in Europe
Banks shun internal models in CVA impact study
Accounting exposures win out as banks seek to align capital with front-office practice
Time series models for credit default swap premiums
This paper analyzes the theoretical properties and statistical behavior of credit default swap (CDS) premiums over time.
Cutting Edge introduction: Law-abiding FVA
HSBC quant develops an FVA model that preserves the law of one price
The Lincoln assassination, pt II: who pulled the trigger?
Language neutering swaps push-out was the work of political staff and banks
CFTC may need to 'step in' to end MAT drought - Reinhart
Isda AGM: no new products added to Sef mandate list in 13 months
China banks ready for tougher leverage ratio rules
State-owned and private banks already above 4% standard regulators are introducing
Credit derivatives – looking forward in a time of change
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Risk Italia Rankings 2014
Roller-coaster year brings turmoil and opportunities
No arbitrage: New rules make markets 'less efficient'
Indexes may be less effective hedges in absence of arbitrageurs