Derivatives
‘Frustration’ claims unlikely to hit Libor reform
FMLC's Joanna Perkins dismisses legal concerns about benchmark reform
Hedging error measurement for imperfect strategies
Jack Baczynski, Jonathan da Silva and Rosalino Junior present an index for measuring hedging errors
NAB pushed into clearing role by Clydesdale spin-off
Both parties felt it might be difficult for the UK bank to find a clearing provider alone
Surprise answer to regulatory squeeze: use more swaps
New rules could push buy-siders towards synthetic strategies
Dealers warn of hit to Asia from short margin transfer times
Japanese firms and Isda call for T+3 for cross-border uncleared swap trades
Year of the XVAs: top technical papers and authors of 2015
Funding valuation adjustment under the microscope, along with other, newer XVAs
Q&A: Taiwan’s finance watchdog on Tarfs and deregulation
Tseng defends FSC’s mix of looser rules and restrictions on derivatives
Mandatory EU clearing to start on June 21 for biggest firms
Rules on clearing of interest rate swaps enter EU's official journal
Banks eye Traiana for EM forex netting service
Industry turns to utility as CLS emerging markets push stalls
Equity derivatives house of the year: Societe Generale
Market-leading business up 61% year-on-year in Q2
Risk management house of the year: Credit Suisse
New risk platform yields major benefits
Europe house of the year: Societe Generale
Focus on credit pays dividends for French bank
HKEx waits for regulator to approve cross-currency swaps clearing
Race to be the first CCP to launch the clearing "killer app" continues
Dollar/yen basis blows out as leverage ratio bites US banks
Basis at its widest since European banks faced a global dollar funding squeeze in 2012
Tokyo Financial Exchange to enter margin utility business
Bourse becomes latest firm to offer services to meet uncleared margin rules
G-Siis: regulatory clash puts derivatives use in doubt
Insurers say IAIS proposals contradict risk-based capital rules
Goldman Sachs nabs BNPP’s Asia fixed-income structuring head, and other recent job news
Job changes in the derivatives, regulation and risk industry throughout Asia
ECB sparks bank tug-of-war over debt eligibility
Debt may only be eligible for either TLAC or central bank liquidity
US hedge fund OTC notionals grew by $1.2trn in 2013–14
Increase in notionals among US hedge funds bucks trend seen globally
Dealers criticise Basel’s 'nonsensical’ CVA impact study
Tight deadline and limited portfolio makes measurement difficult
Asia energy dealer of the year: Citi
Oil and LNG help Citi build Asia commodities business
Dealers fret over Basel CVA revisions
Punitive standardised approach may replace modelling
Growing pains – The boom in buy-side derivatives usage
Sponsored survey analysis: Calypso Technology
Traders see DVA adjustment as 'accounting fudge'
Dealers at London event remain unconvinced by controversial funding adjustment