Interest rate derivatives
Gottex Brokers: The allure of the illiquid
As competition in standardised products gets increasingly fierce, brokers can either slug it out, or diversify into illiquid markets. Gottex Brokers is doing both, its chief executive, Raphaël Moreno, tells Duncan Wood
A quadratic volatility Cheyette model
A quadratic volatility Cheyette model
SABR goes normal
SABR goes normal
Eurex may copy CME swap futures
German exchange seeking legal advice on scope of Goldman Sachs patent behind CME's interest rate swap futures
Mandatory clearing in Hong Kong postponed until January
Banks will have a six-month grace period before they must finally start clearing by July 2014
Saving structured finance: Dealers vie for SPV replacement swaps
The SPV swap replacement game
Korea to miss OTC clearing deadline
It is ‘highly unlikely’ that Korea will meet the deadline to start clearing OTC derivatives by January 1, 2013 due to legislative delays, according to market participants
Interest Rate Derivatives House of the Year – Standard Chartered
Asia Risk Awards 2012 winner: Standard Chartered – Interest Rate Derivatives House of the Year
Regional House of the Year – CIMB
Asia Risk Awards 2012 winner: CIMB – Regional House of the Year
UK banks face up to SME swap misselling claims
Sales of the unexpected
Libor manipulation lawsuits could cost banks ‘tens of billions’
Barclays' $450m settlement gives lawyers smoking gun evidence of attempts to tamper with benchmark rates
CMS: covering all bases
CMS: covering all bases
Cutting Edge introduction: viva cross-vegas
Viva cross-vegas
CMS: covering all bases
CMS: covering all bases
Dealers tackle euro redenomination risks
Back to the drachma?
Interest rate derivatives house of the year: Deutsche Bank
Risk awards 2012
CME and IDCG revalue swaps using OIS discounting
Switch to OIS comes a year after SwapClear revalued parts of its portfolio
Risk interdealer rankings 2011: Dealers
Dealers enjoyed a bright start to the year but endured a slow second quarter and a savage start to the third as political wrangling over European and US debt contributed to a surge in volatility and risk aversion. For the third year in a row, Deutsche…
The CCP race is on down-under
Australia blue
Taiwan's Gretai Securities Market to set up trade repository
Taiwan's Financial Supervisory Commission wants Gretai Securities Market to run an OTC trade repository for all asset classes. The move comes as large dealers fear a proliferation of new repositories in Asia will place an undue reporting burden on their…
Structured credit landscape revives the basics
Credit goes back to basics
Commonwealth Bank of Australia increases Asian rates trading in Singapore
Commonwealth Bank of Australia is expanding the depth of its Asian interest rates market coverage by hiring new staff in Singapore. The bank is also looking into moving some of its commodities traders to the Lion City
Everbright Securities plots to become derivatives force in China
Showcasing structures
Isda AGM: 2011 Margin Survey shows decrease in collateral agreements
Survey released today in Prague also shows increases in portfolio reconciliation