Interest rate derivatives
CFTC proposals render TriOptima rates repository unfit for purpose
Industry launches new process to select rate derivatives repository, after CFTC proposals far exceed tasks TriOptima’s repository was asked to perform by dealers and bank regulators
Polish OTC clearer aims for 2012 launch as Europe fragments
Another central counterparty plans to launch in Europe, starting with zloty-denominated interest rate swaps
BIS: Investors dumped rate protection in late 2010
Open interest in interest rate derivatives dropped again in Q4
Armes leaves Morgan Stanley
Co-head of European interest rates joins Brevan Howard
CFTC trade rules will create 'winner's curse'
Analysts at Barclays Capital say block trade reporting rules under Dodd-Frank Act will create additional risk for dealers
China plans onshore renminbi cross-currency swap
Chinese corporates will now have access to onshore and offshore hedging markets
Dealers at odds with CME over use of third-party marks
One major dealer says it may reassess CME membership, while others also raise concerns about the CCP’s willingness to allow clearing members to use third-party marks
Interest rate derivatives house of the year: Barclays Capital
Risk awards 2011
Insurance risk manager of the year: Metlife
Risk awards 2011
A Libor market model with a stochastic basis
A Libor market model with a stochastic basis
Germany - liability-driven investment goes mainstream
Time for change
Interest rates house
Structured Products Europe Awards 2010
Product performance
Product performance
Global OTC derivatives widely dispersed, Isda survey finds
Five largest US-based dealers hold 37% of total notional, trade association says
Risk South Africa Rankings 2010
Neck and neck
Deutsches Risk Rankings 2010: Deutsche Bank top again
Confusion, then clarity
New MSRB rules seek to end municipal swap adviser scandals
Dodd-Frank rules take aim at brokers pushing rate swaps for bigger commissions
China beefing up derivatives master agreements; possible Isda friction?
Efforts by Nafmii to bolster the definitions of China’s over-the-counter derivatives master agreements should help market development. But there are concerns about potential copyright infringement related to Isda master agreements.
LCH.Clearnet in a raft of Asia deal talks
Clearing giant LCH.Clearnet strengthens its position in Asia as it looks to seal a number of clearing deals with a raft of exchanges and other market participants
Asia Risk 15: A steep learning curve for interest rate derivatives
Asia’s interest rate markets have matured significantly during the past 15 years and now offer a full array of onshore and offshore hedging and investment options to end-users. Georgina Lee reports
Statoil stung by hedging derivatives losses
Norwegian oil and gas giant Statoil's results are hit by major losses on hedging derivatives in spite of a rise in profits and production
Isda AGM: Rate of decrease in CDS notional falls
The rate of decrease in notional volumes of credit default swaps (CDSs) has slowed, according to the International Swaps and Derivatives Association’s year-end 2009 market survey, which was unveiled at its annual general meeting in San Francisco on April…
