Derivatives
Top UK banks cut CVA charges by 9% in Q2
Standard Chartered is only outlier among big five to see capital requirement rise
Short-term interest rate ETD notionals leap $14trn in Q2
Open interest in exchange-traded options with maturities of a year or less rise 19%
Looking forward to backward‑looking rates
Interbank offered rates are critical in the world of contracts and derivatives, acting as reference rates in millions of financial contracts and with a total market exposure in the hundreds of trillions of dollars. Bloomberg explores why offering…
Libor transition and implementation – Covering all bases
Sponsored Q&A
Deutsche opens bidding for interest rate derivatives
Fixed income assets on the block after equity derivatives sale closes
Firms favour swaps over spot when trading FX – BIS
Forex swaps account for 49% of global average daily turnover in April
Renminbi contracts grow share of interest rate derivatives turnover
Instruments denominated in non-G10 currencies accounted for 3.8% of average daily turnover in April 2019
Short-term contracts dominate interest rate derivatives turnover
Overnight index swaps made up 31.5% of daily average turnover in April
FCA chief calls for EU to extend Brexit clearing exemption
Bailey also urges EU to grant equivalence determinations for UK trading venues
Clearstream, Euroclear eye buy-side bonanza as IM rules loom
Depositories offer access to automated margining in different ways, but each faces challenges
Libor takes a back seat as insurers await regulatory clarity
Eiopa silence on discount curves holds back transition plans
Asia Risk Awards 2019: The winners
The best of the best in Asia
Custodian of the year: BNP Paribas Securities Services
Asia Risk Awards 2019
House of the year, Vietnam: Techcombank
Asia Risk Awards 2019
Clearing house of the year: JSCC
Asia Risk Awards 2019
Interest rate derivatives house of the year: Societe Generale
Asia Risk Awards 2019
Regional corporate derivatives house of the year: DBS Bank
Asia Risk Awards 2019
Regional institutional derivatives house of the year: DBS Bank
Asia Risk Awards 2019
Currency risk drives EU equity fund derivatives use
Just 27.6% of Ucits equity funds traded derivatives in Esma sample
Natixis hires Boleslawski to head equities
Long-standing SG trading head arrives at French rival
Structured products – The ART of risk transfer
Exploring the risk thrown up by autocallables has created a new family of structured products, offering diversification to investors while allowing their manufacturers room to extend their portfolios, writes Manvir Nijhar, co-head of equities and equity…
Evaluating the impact of Libor fallback
The planned discontinuation of Libor and other interbank offer rates (Ibors) in 2022 will affect a large number of existing financial contracts based on these benchmarks. According to some estimates, Libor-based contracts – such as interest rate swaps,…