Derivatives
Gaming tests, loss provisions and synthetic Libor
The week on Risk.net, September 28–October 4, 2019
ETF strategies to manage market volatility
Money managers and institutional investors are re-evaluating investment strategies in the face of rapidly shifting market conditions. Consequently, selective genres of exchange-traded funds (ETFs) are seeing robust growth in assets. Hong Kong Exchanges…
€STR swap trading gets under way
HSBC and JP Morgan strike first swap linked to the new euro short-term rate
JP Morgan’s CVA charge jumps $249m in Q2
All US G-Sibs post higher CVA capital requirements for the quarter
Top UK banks cut CVA charges by 9% in Q2
Standard Chartered is only outlier among big five to see capital requirement rise
Short-term interest rate ETD notionals leap $14trn in Q2
Open interest in exchange-traded options with maturities of a year or less rise 19%
Looking forward to backward‑looking rates
Interbank offered rates are critical in the world of contracts and derivatives, acting as reference rates in millions of financial contracts and with a total market exposure in the hundreds of trillions of dollars. Bloomberg explores why offering…
Libor transition and implementation – Covering all bases
Sponsored Q&A
Deutsche opens bidding for interest rate derivatives
Fixed income assets on the block after equity derivatives sale closes
Firms favour swaps over spot when trading FX – BIS
Forex swaps account for 49% of global average daily turnover in April
Renminbi contracts grow share of interest rate derivatives turnover
Instruments denominated in non-G10 currencies accounted for 3.8% of average daily turnover in April 2019
Short-term contracts dominate interest rate derivatives turnover
Overnight index swaps made up 31.5% of daily average turnover in April
FCA chief calls for EU to extend Brexit clearing exemption
Bailey also urges EU to grant equivalence determinations for UK trading venues
Clearstream, Euroclear eye buy-side bonanza as IM rules loom
Depositories offer access to automated margining in different ways, but each faces challenges
Libor takes a back seat as insurers await regulatory clarity
Eiopa silence on discount curves holds back transition plans
Asia Risk Awards 2019: The winners
The best of the best in Asia
Custodian of the year: BNP Paribas Securities Services
Asia Risk Awards 2019
House of the year, Vietnam: Techcombank
Asia Risk Awards 2019
Clearing house of the year: JSCC
Asia Risk Awards 2019
Interest rate derivatives house of the year: Societe Generale
Asia Risk Awards 2019
Regional corporate derivatives house of the year: DBS Bank
Asia Risk Awards 2019
Regional institutional derivatives house of the year: DBS Bank
Asia Risk Awards 2019