Interest rate derivatives
Indian corporates turn to swap markets as dollar funding evaporates
US dollars in short supply as rupee tumbles
Fast gammas for Bermudan swaptions
Fast gammas for Bermudan swaptions
Regulatory indecision holds up equity derivatives trades in China
Two different sets of master agreements cause stalemate between banks and securities firms
Cross-margining at CME slowed by practical challenges
Only two FCMs are currently offering margin offsets between interest rate swaps and futures at CME
SABR spreads its wings
SABR spreads its wings
CME confronts swap future tax fears
Some users of the CME contract have avoided taking delivery of an OTC swap over fears it would be taxed as a loan
Gottex Brokers: The allure of the illiquid
As competition in standardised products gets increasingly fierce, brokers can either slug it out, or diversify into illiquid markets. Gottex Brokers is doing both, its chief executive, Raphaël Moreno, tells Duncan Wood
A quadratic volatility Cheyette model
A quadratic volatility Cheyette model
SABR goes normal
SABR goes normal
Eurex may copy CME swap futures
German exchange seeking legal advice on scope of Goldman Sachs patent behind CME's interest rate swap futures
Mandatory clearing in Hong Kong postponed until January
Banks will have a six-month grace period before they must finally start clearing by July 2014
Saving structured finance: Dealers vie for SPV replacement swaps
The SPV swap replacement game
Korea to miss OTC clearing deadline
It is ‘highly unlikely’ that Korea will meet the deadline to start clearing OTC derivatives by January 1, 2013 due to legislative delays, according to market participants
Interest Rate Derivatives House of the Year – Standard Chartered
Asia Risk Awards 2012 winner: Standard Chartered – Interest Rate Derivatives House of the Year
Regional House of the Year – CIMB
Asia Risk Awards 2012 winner: CIMB – Regional House of the Year
UK banks face up to SME swap misselling claims
Sales of the unexpected
Libor manipulation lawsuits could cost banks ‘tens of billions’
Barclays' $450m settlement gives lawyers smoking gun evidence of attempts to tamper with benchmark rates
CMS: covering all bases
CMS: covering all bases
Cutting Edge introduction: viva cross-vegas
Viva cross-vegas
CMS: covering all bases
CMS: covering all bases
Dealers tackle euro redenomination risks
Back to the drachma?
Interest rate derivatives house of the year: Deutsche Bank
Risk awards 2012
CME and IDCG revalue swaps using OIS discounting
Switch to OIS comes a year after SwapClear revalued parts of its portfolio
Risk interdealer rankings 2011: Dealers
Dealers enjoyed a bright start to the year but endured a slow second quarter and a savage start to the third as political wrangling over European and US debt contributed to a surge in volatility and risk aversion. For the third year in a row, Deutsche…