Catherine Contiguglia
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Articles by Catherine Contiguglia
Industry calls for US Simm model approval guidance
Isda AGM: US banks in the dark over uncleared initial margin model approvals
BoJ: unsecured overnight rate top pick for Ibor alternative
Isda AGM: New rate would complement rather than replace existing ones
LCH and dealers clash over loss allocations
Isda AGM: CCP equity should not be spared, say clearing members
Blockchain faces obstacles in uncleared swap market
Isda AGM: Technology may have applications but will take time to gain market's confidence
JFSA calls for more dynamic approach to bank regulation
Isda AGM: Regulators need to rely less on uniform rules and work more closely with banks, says Mori
Industry slams EU equity derivatives disclosure proposals
"The rules are based on assumptions that are incorrect," says Isda
Post-Libor squeeze could stifle benchmarks, industry warns
Obligations set to mushroom for administrators and contributors
UK narrows carve-out for swap bail-in clauses
Non-EU derivatives contracts will have to be amended, say lawyers
Benchmark reform could hit cross-currency basis
Traders criticise fragmented development of new risk-free rates
Beyond Libor: what reform plans mean for swaps users
Big bang still an option in plans to propagate new benchmarks
Isda would create protocol for swap rate ‘big bang’
Tool to allow for legacy contract amendments in case of OIS rate change
EU benchmark rules open to regulatory arbitrage, say rate-setters
Fears firms may seek to limit scope of publication if ‘index’ definition is too narrow
Swap auction frictions prompt search for new tactics
Standards may be needed to preserve benefits of credit-auction approach to big swaps
Euribor administrator woos banks to revamp dwindling panel
Efforts to double number of contributing firms said to face strong resistance
Corporates warn of legal risk in Euribor transition
Proposed new methodology behind benchmark constitutes a "fundamental" change, ACT argues
‘Frustration’ claims unlikely to hit Libor reform
FMLC's Joanna Perkins dismisses legal concerns about benchmark reform
Duffie: regulators may push swaps market off Libor
Even reformed Libor no longer a viable reference rate, says FSB adviser
Massad: let market decide what it wants from Sefs
Voice v electronic execution decision left to market participants
The drawn-out death of a standard IRRBB charge
For 23 years, regulators have been trying – and failing – to standardise banking book rates risk
Negative swap spreads hit bank capital buffers
Portfolios of asset-swapped US Treasuries see mark-to-market losses of up to 20bp