Over-the-counter (OTC) derivatives
Surprise RMB strengthening prompts unwinds
“A lot of long [US$] positions were unsustainable and had to be re-evaluated,” says forex structuring head
Banks split on Mifid II pre-trade compliance
Esma promises guidance, but some say ‘firm, executable’ quotes are impossible
Monthly swaps data review: ADV for OTC derivatives
Daily volumes are a pillar of the futures market, and can now be found for US swaps
Spectre of mass swap unwinds looms ahead of VM deadline
Dealers warn of market disruption if trades lacking new CSAs are terminated before September 1
Welcome to the new Isda – more ambitious than the old one
Swaps body announces aim to expand its role from legal contracts to data and process at annual gathering
Banks weigh Mifid II pre-trade price publication venues
Anonymity will be key factor in final decision, say dealers
Banks urged to engage custodians in time for IM phase two
Isda AGM: Start legal negotiations now or risk missing September deadline, warn dealers
New data and AI tipped to transform trading businesses
Isda AGM: New BNP Paribas system already creating counterparty trading probabilities for bonds
Swaps market’s health seen as resting on sickly repo
Isda AGM: Panellists warn repo market is risky way to fund swaps margin
Commodity broker of the year: OTC Global Holdings
Energy Risk Awards 2017: OTC Global Holdings expands and penetrates
trueEX sues Markit over threat to withdraw service
Sef claims it would be forced out of business if it loses access to MarkitSERV
Monthly swaps data review: ETD vs OTC margin totals
New disclosures from big CCPs show listed market consumes more margin than cleared swaps
Dealers crack down on clients with dual netting sets
Pricing adjustments for posting non-cash collateral can run to 100bp
Banks calm on Eurex-LCH basis volatility
Past basis blowouts prepared banks for movements, say traders
Monthly swaps data review: Libor dominance challenged
There are more sources of over-the-counter derivatives data available today than at any point in the market’s history
Japan CVA shift may break local banks’ swaps stranglehold
Introduction of pricing adjustment could see foreign banks compete for corporate business
‘A choreographed ballet’: academics attack CVA
Derivatives add-on rubbished by Cont and Rebonato
Blockbuster banks eye Netflix success
Incumbents have big ideas – but lots of baggage
Derivatives sales 2.0: banks explore big data
Pressured banks hope new tools and technical nous will give their sales teams an edge
Variation margin relief sparks swaps pricing disputes
Banks divided over whether to price trades using current CSAs or theoretical new agreements
OTC data under the microscope: Cleaning up derivatives data repositories
Sponsored feature: TriOptima
Regulators relent ahead of VM big bang
Firms with 'significant exposures' must stick to March 1 deadline, however
Monthly swaps data review: volumes rise, CCP switches spike
In the first of a new series of articles, Amir Khwaja of Clarus FT looks at the most recent batch of swaps data
Japan holds firm on VM deadline as Fed tracks progress
JFSA says no “strong reason” for delay; Bafin and Fed monitor developments