Derivatives
Collection of videos from the Risk Europe 2011 conference
A selection of videos from the Risk Europe 2011 conference on April 5 & 6 in Brussels, Belgium
Position limits deluge continues
Group bombards CFTC with comments on Dodd-Frank position limits; final rule delay expected; quantity unlikely to trump quality says expert
Q&A: Gary Germeroth, chief risk officer at Calpine
Power resurgence
Dealers resigned to CCP competition in Asia
Gaining interest
Time runs out for position limits comments
CFTC’s latest position limits plan attracts thousands of comments; opinion deeply divided; new commissioner to affect final vote
Capturing credit correlation between counterparty and underlying
Capturing credit correlation between counterparty and underlying
Reducing approximation errors in LPI swaps
Reducing approximation errors in LPI swaps
Clearing back-loading provision removed from latest EU Council text
Council removes back-loading provision in Emir proposal
EU's Libyan asset freeze casts cloud over hedge fund FM Capital
FM Capital - a UK hedge fund with ties to Libya - gets HM Treasury licence to keep trading, but dealers are wary
ETFs and Indexing Report
Complexity for all
Sponsored Q&A: JP Morgan
JP Morgan jumps on Asia potential
Climbing the modernisation mountain
Climbing the modernisation mountain
Q&A: Craig Donohue, Chief Executive Officer, CME Group
Renewed risk appetite
CME slams potentially stricter position limit rules
CME Group chief executive slams proposed position limit regulations as “unnecessary”
Cutting edge technical: Carbon derivatives pricing
Carbon derivatives pricing: an arbitrageable market
Solid growth expected for Asian coal markets
Robust stock levels
Lehman shortcut could slash value of derivatives claims
Proposed derivatives settlement framework may knock billions of dollars off dealers’ derivatives claims against the bankrupt estate
Risk Awards Video: What is the biggest challenge for 2011?
A new video from Risk magazine. Winners of the 2011 Risk Awards were asked what they saw as the biggest challenge in the industry for 2011.
Langen report: clearing rules will only apply to new trades
European Parliament calls for existing derivatives trades to be excluded from clearing rules, but proposes wider exemptions for public-sector bodies
El Al enhances risk management and hedging operations
Israel’s national airline tightens up on the way it hedges jet fuel risk and currency movements
SGX names DBS's Michael Syn as head of derivatives
Singapore Exchange has recruited Michael Syn as its first head of derivatives in a bid to bolster its trading business.
Central banks accused of collateral hypocrisy
Despite the funding risk it creates, central banks still refuse to sign two-way collateral agreements
Concerns over Egypt & inflation push oil derivatives trading volumes to record levels
Oil prices will continue to rise to triple-digit highs over 2011 on long-term Egypt risk premiums and continual unrelated underlying issues, say market experts
Sponsored statement: Bank of New York Mellon
Regulatory reform – The shape of things to come