Articles by Matt Cameron
Basel Committee publishes final Basel III rules
The Basel Committee has finalised its Basel III package - but work in certain areas will continue into 2011
Banks look to securitisation of counterparty credit risk
Banks look to securitisation of counterparty credit risk
Curbing dispersion exposure
Dispersion tactics
Banks could circumvent Volcker rule by gaining hedge fund exposure synthetically
Volcker rule may contain loophole that allows banks to invest in hedge funds
Sovereign two-way CSAs would probably resemble one-way posting, says Dutch DMO
High thresholds would reduce credit and funding benefits of two-way CSAs for banks, DSTA head says
Barclays Capital’s VXX is bleeding volatility, analysts claim
An upwardly sloping term structure of volatility is dragging on the performance of the popular exchange-traded note.
Morgan Stanley adds SG’s Mehrez to EQD team
Morgan Stanley has continued its recent spate of equity derivatives hires and appointed Selim Mehrez as global head of financial engineering.
Dealers confident on Volcker exemptions
Exceptions to the rule
Pension funds worried about CCP margin
Margin hunters
Cash variation margin requirements worry pension funds
Having to post cash as variation margin to central counterparties (CCPs) will cause substantial yield losses for pension funds that conduct liability-driven investment (LDI) strategies, according to fund managers.
BlueCrest Ucits fund to be liquidated due to tracking error
Sources say Ucits constraints prevent the fund from properly tracking new opportunities in bonds and commodities
Pre-trade price transparency in IRS satisfactory – Isda survey
Current levels of pre-trade price transparency in interest rate swaps (IRS) are acceptable, according to an end-user survey conducted by the International Swaps and Derivatives Association.
Risk South Africa Rankings 2010
Neck and neck
South Africa plays catch-up on clearing
Playing catch-up
Eurex move ignites multiple CCP debate
Eurex move ignites multiple CCP debate
Basel liquidity rules hit fresh objections
A reworking of part of the liquidity coverage ratio is rejected by the Basel Committee
CFTC resurrects CCP ownership limits
Proposed limits on CCP ownership aimed at reducing conflicts of interest
Axa offers ABS repo facility to banks
You repo what you sow
Deutsches Risk Rankings 2010: Deutsche Bank top again
Confusion, then clarity
Eurex freezes marketing of CDS clearing
Eurex has halted the marketing of its credit default swap (CDS) clearing operation after failing to attract sufficient business, Risk understands.
Axa IM to lend funds secured by ABS
The essential ABS
EC prepares new consultation on structured products
A widened scope
Confusion reigns over the US Dodd-Frank Act
Section 716 of the Dodd-Frank Act will force swap dealers to hive off certain derivatives businesses into separate affiliates. But the legislation is fiendishly complicated, riddled with oversights and requires daring interpretative leaps, which has left…