Over-the-counter (OTC) derivatives
Automated payments system increases OTC transparency
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FSA cracks down on client valuations
Daily news headlines
OTC derivatives exposure-management service to launch
Daily news headlines
Derivatives present growing risk management threat
Daily news headlines
The misdirected directive?
Germany's financial regulator, BaFin, tried to steal a march on its European rivals by implementing a new directive that should open the door to asset managers investing in new products and using over-the-counter derivatives. But did it get it wrong?
Skating on thin Ice
Profits at the Intercontinental Exchange fell by more than half last year thanksto a contraction in over-the-counter revenues. Yet the exchange reports recordvolumes for its IPE business. Paul Lyon analyses the results
Isda pushes for automated trade verification for derivatives
The International Swaps and Derivatives Association, the trade body representing over 600 institutions working in the derivatives industry, has moved to accelerate the transition to automated over-the-counter derivatives trade processing by publishing a…
Isda and Liba protest against CAD3 divergences from Basel II
The International Swaps and Derivatives Association (Isda) and the London Investment Banking Association (Liba) have released their joint response to the European Union's third capital adequacy directive (CAD3). The response was delivered at non-public…
US retreat hits European trading
The retreat of US energy firms from energy trading has reportedly hit European volumes hard. But volumes aside, James Ockenden finds that the withdrawal may bring a fundamental change in the market. With additional reporting by Eurof Thomas
BIS to offer derivatives statistics for individual countries
The Bank for International Settlements (BIS) said today that it is expanding its statistics on banks' country risk exposures to include data on derivatives exposures to individual countries.
Exchanging blows
Conflict in the US and growth in Europe marked another turbulent year for energy exchanges. Kevin Foster casts an eye back over 2002
Coal on the rocks
Faced with liquidity problems, falling volumes and uncertainty over the accuracy of price data, coal trading has had many of the same difficulties as the natural gas and power sectors over the past year. How can it get back on its feet, asks Kevin Foster
Algorithmics strengthens European connection
TORONTO - Canadian risk management software company Algorithmics said in October that Denmark-based Danske Bank had licensed its Algo Collateral software system to manage their over-the-counter derivatives and repo-margining activities. An Algorithmics…
Decline in OTC derivatives for Singapore
Over-the-counter (OTC) derivatives turnover in Singapore has fallen 44% in the last three years, the Singapore Monetary Authority (MAS) has reported to the Bank for International Settlements (BIS). Average daily OTC derivatives turnover was $6.3 billion…
Getting the pricing right
Credit risk
Getting the pricing right
Credit risk
Pricing liquidity into derivatives
Volatility
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