Interest rate swaps
Interest rate derivatives house of the year: Deutsche Bank
Risk awards 2012
OTC trading platform of the year: i-Swap
Risk awards 2012
Clearing house of the year: LCH.Clearnet
Risk awards 2012
JSCC still keen on CCP interoperability
A plea for CCPs
Change to Japan clearing mandate ends LCH-JSCC talks
A decision to limit the scope of Japan's clearing mandate has torpedoed months of partnership talks between LCH.Clearnet and the Japan Securities Clearing Corporation
Eksportfinans faces collateral questions following downgrade
Junk-rated export lender says it has enough reserve liquidity to meet obligations while it is being wound up - but dealers are not convinced
Getting CVA up and running
Getting CVA up and running
Pimco said to be behind OTC clearing spike at CME
Interest rate swap clearing volumes at CME leapt 2,172% between August and September, and dealers say one firm is responsible for the surge
India’s CCIL set to become currency options trade repository
The Clearing Corporation of India is already well ahead of rivals in Asia when it comes to receiving OTC interest rate derivatives data. It now looks set to become the country’s trade repository for non-rupee currency derivatives, as the clearer moves to…
CME, Ice to launch repositories rivalling the DTCC
Banks have picked the DTCC to build a series of new derivatives repositories, but overlooked rivals CME and Ice vow to fight on
Lamb discusses CME Clearing Europe's goals
A clear goal
Grensted parts company with LCH.Clearnet
The clearer's head of business development - and one of SwapClear's architects - left the firm today
US still has no plans to give Asian sovereigns Dodd-Frank exemption, says Hong Kong regulator
Asian countries are concerned about the lack of Dodd-Frank Act CCP exemptions for sovereigns; proliferation of CCPs carries its own risks, say dealers
Central bank liquidity would help CCPs in distressed situations, says BIS
BIS weighs in on CCP central bank liquidity access debate
General short-rate analytics
Alexandre Antonov and Michael Spector present an analytical approximation of zero-coupon bonds and swaption prices for general short-rate models. The approximation is based on regular and singular expansions with respect to low volatility and contains a…
StanChart bests the rest for coporates derivatives in Asia
The standard bearer
Half of interest rate swaps now being cleared, says Isda
$601 trillion notional OTC figure reduced to $0.9 trillion gross value after netting, collateral
RBI deputy governor maps out the future of OTC derivatives in India
A number of new derivatives initiatives are in the pipeline in India, including the development of a credit default swap market, interest rate forwards and derivatives trade compression services, according to Subir Gokarn, deputy governor of the Reserve…
Isda AGM: clearing regionalisation comes with costs, warn Shirvani and O'Connor
Outgoing and incoming Isda chairs warn multiple CCPs with divergent standards will threaten market liquidity
China gives the go-ahead to forex options and cross-currency swaps
Hedging gains currency
Sponsored statement: LCH.Clearnet
Tested model proves the clear choice in Europe and the US
Yen interbank funding market calm as government bond yields retrace
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short-end JGBs.
SGX could expand clearing to Australia post ASX merger
SGX could expand its OTC clearing service to the Australian market once a decision has been made on a merger with ASX, but it also plans to add new currencies and asset classes – including forex forwards
Nasdaq OMX to launch Nordic swap CCP
Stockholm-based service already has Swedish debt office on board. Launch planned for second half of 2011