Derivatives pricing
SEC calls for greater pricing transparency for structured products
The US regulator's latest letter on structured products adds a new twist to the debate, calling for pricing disclosure
Sponsored statement: Goldman Sachs
Wrong-way CVA done right
Dealers call for revised language on break clause close-outs
Current methodology to calculate a close-out value following the exercise of a break clause results in inaccuracies, claim dealers
Need for speed: banks explore FPGAs for portfolio modelling
The gate array way
Risk management technology product of the year: Quantifi
Risk awards 2012
The dollar dominance dispute
Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian banks have raised concerns about the dominant role given to the US…
Review of 2011: collateral, capital and chaos
Collateral, capital and chaos
Getting CVA up and running
Getting CVA up and running
Standard CSA: Industry's solution to novation bottleneck gets nearer
New CSA, new challenge
Asia Risk technology rankings 2011: The results!
Buyouts and divestments were not the only interesting developments shaking up the delivery of risk management, pricing and analytics, and trading technology in the Asia-Pacific region during the past year. New rules and regulations were also a…
Standard CSA: Industry's solution to novation bottleneck gets nearer
New CSA, new challenge
New standard CSA could be rolled out in Q2 2012
An implementation plan for the new standard CSA is set to be reviewed by the Isda board in September, with a first-phase roll-out expected as early as the second quarter of 2012
The push to a new CSA standard
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets – has pushed the industry to develop a new…
Risk institutional investor rankings 2011
A guiding light
Risk Australia Autumn 2011
Counting the costs