Interest rate swaps
How Asia is progressing towards OTC clearing deadline
The clock is ticking
Coutte leaves SG CIB
Flow fixed-income and currencies co-head is latest in a series of senior sales and trading figures to leave the bank
Taiwan’s trade repository setting up reporting agreement with DTCC
Taiwan, home to Asia’s first trade repository, is looking to ink a reporting agreement with DTCC
Available to trade: row over scope of Dodd-Frank execution rules
Available to trade?
Lack of liquidity in OTC derivatives market must not prevent the creation of a Korean CCP
Maintaining parity with international peers, not derivatives market liquidity, the main criterion for introducing central counterparty clearing, according to the Korean Exchange
Downgrade termination costs
Downgrade termination costs
Wells Fargo: late entrant to the OTC clearing race
A credible competitor
Buy-side firms in Asia gear up for clearing
Gearing up for clearing
Conversion of upfront CVA into running CVA
Conversion of upfront CVA into running CVA
Interest rate derivatives house of the year: Deutsche Bank
Risk awards 2012
OTC trading platform of the year: i-Swap
Risk awards 2012
Clearing house of the year: LCH.Clearnet
Risk awards 2012
JSCC still keen on CCP interoperability
A plea for CCPs
Change to Japan clearing mandate ends LCH-JSCC talks
A decision to limit the scope of Japan's clearing mandate has torpedoed months of partnership talks between LCH.Clearnet and the Japan Securities Clearing Corporation
Eksportfinans faces collateral questions following downgrade
Junk-rated export lender says it has enough reserve liquidity to meet obligations while it is being wound up - but dealers are not convinced
Getting CVA up and running
Getting CVA up and running
Pimco said to be behind OTC clearing spike at CME
Interest rate swap clearing volumes at CME leapt 2,172% between August and September, and dealers say one firm is responsible for the surge
India’s CCIL set to become currency options trade repository
The Clearing Corporation of India is already well ahead of rivals in Asia when it comes to receiving OTC interest rate derivatives data. It now looks set to become the country’s trade repository for non-rupee currency derivatives, as the clearer moves to…
CME, Ice to launch repositories rivalling the DTCC
Banks have picked the DTCC to build a series of new derivatives repositories, but overlooked rivals CME and Ice vow to fight on
Lamb discusses CME Clearing Europe's goals
A clear goal
Grensted parts company with LCH.Clearnet
The clearer's head of business development - and one of SwapClear's architects - left the firm today
US still has no plans to give Asian sovereigns Dodd-Frank exemption, says Hong Kong regulator
Asian countries are concerned about the lack of Dodd-Frank Act CCP exemptions for sovereigns; proliferation of CCPs carries its own risks, say dealers
Central bank liquidity would help CCPs in distressed situations, says BIS
BIS weighs in on CCP central bank liquidity access debate
General short-rate analytics
Alexandre Antonov and Michael Spector present an analytical approximation of zero-coupon bonds and swaption prices for general short-rate models. The approximation is based on regular and singular expansions with respect to low volatility and contains a…