Derivatives
Foreign banks get temporary respite from China’s new ‘Volcker rule’
Foreign banks in China, particularly thinly capitalised branches that are not locally incorporated in the country, greeted a decision by China’s banking regulator to postpone rules aimed at limiting non-hedging business onshore with relief this month…
ECB and World Bank call for exemptions from US derivatives rules
World Bank believes imposition of national regulations on multilateral development institutions is unprecedented intrusion on the internal operations of international organisations
Regulator strengthens enforcement authority
CFTC finalises new Dodd-Frank anti-manipulation rule but energy experts continue to question its value
Regulators may not have authority to delay Dodd-Frank, warn lawyers
Some lawyers claim the CFTC and SEC may not have power to delay enforcement of the Dodd-Frank Act – a grey area that could lead to disputes
Asia Risk wealth rankings 2011 – VOTE NOW!
Your chance to take part in our poll to find the region's top derivatives dealers for the wealth management industry
Report recommends ways to tackle energy market manipulation
A new report has suggested a framework for identifying market manipulation, arguing further clarity will boost market liquidity
Spot USD/CNH fixing in HK poised to become derivatives benchmark
Hong Kong interbank participants have created the first US dollar to offshore renminbi price fixing giving the city first-mover advantage in becoming an offshore centre for renminbi products such as derivatives, say market participants
Boon to US leverage ratios as FASB ditches netting proposals
Derivatives accounting proposals abandoned to relief of dealers - but move deals a blow to hopes of convergence between US standards and IASB
Random grids
Random grids
Repricing the cross smile: an analytic joint density
Repricing the cross smile: an analytic joint density
Marking systemic portfolio risk with the Merton model
Marking systemic portfolio risk with the Merton model
Dodd-Frank extraterritoriality will hurt US banks – Risk.net poll
More than two-thirds of respondents think the long arm of Dodd-Frank will put US banks at a competitive disadvantage
JPM’s Zubrow: US margin rules 'will kill our overseas swaps activities'
US banks will be shut out of the market for uncleared derivatives, says JP Morgan's chief risk officer
Risk & Return Brasil: Supervisors need to be more curious, says Maia
Authorities should put less faith in numbers and what they are told by banks, says top Brazilian supervisor
Energy Risk's Derivatives House of the Year Award: BNP Paribas
BNP Paribas wins Energy Risk's 2011 Derivatives House of the Year Award
Deutsche Bank merges OTC and listed clearing businesses
Deutsche restructures clearing initiatives in response to global regulatory push towards OTC derivatives central clearing
Geithner letter to Hungarian minister weighs in on Emir open access debate
Market participants believe US letter endorses a narrowing of Emir scope, but a Treasury official says the letter draws attention to gap in regulation
StanChart bests the rest for coporates derivatives in Asia
The standard bearer
Challenges ahead for access derivatives in Asian markets
Gateway to Asia
Enter the quant regulator
Enter the quant regulator
OTC industry rushes to develop standard legal entity identifiers
Identifying the identifiers
Isda chairman: US banks could be hamstrung by Dodd-Frank
Isda chairman warns House Committee on Agriculture that extraterritorial application of swaps proposals could make US banks less competitive
Increase in corporate hedging boosts derivatives industry in Asia
Banks in the Asia-Pacific region have benefited from a more active year in derivatives, as corporates seek to hedge their currency and interest rates exposures following a slowdown during the financial crisis
From spot volatilities to implied volatilities
From spot volatilities to implied volatilities