Derivatives
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FCA official: stick with overnight rates for all new contracts
By Philip Alexander
October 9, 2019, Risk
The U.K.’s Financial Conduct Authority has urged banks to use backward-looking versions of overnight rates in all new contracts referencing risk-free rates (RFRs), …
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Deal misfires expose risk of contingent hedging
By Natasha Rega-Jones
October 8, 2019, Risk
Banks involved in a deal contingent swap with a counterparty named after the Greek god of the sun might have guessed there was …
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EC official: supervisors must manage Brexit trading disruption
By Philip Alexander
October 7, 2019, Risk
A European Commission official has put the onus on supervisors to deal with any trading disruptions in the event of a no-deal Brexit …
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On CCP oversight, U.S. and E.U. may be closer than they appear
By Philip Alexander and Noah Zuss
October 7, 2019, Risk
For the better part of two years, regulators in the U.S. and Europe have been embroiled in an unusually acrimonious …
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As Blockchain Evolves, Interoperability Between Vendors Could Create Challenges
By Anthony Malakian
October 3, 2019, Waters Technology
While wide-scale, cross-industry adoption of distributed ledger technology (DLT) has still yet to materialize, more targeted projects and proofs-of-concept are hitting the …
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Single name CDS plateau, index CDS spike – study
By Sharon Thiruchelvam
October 2, 2019, Global Investor Group
Global market activity in credit default swaps has plateaued since 2016, while activity in CDS indexes has spiked since 2018, according …
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Labour’s FTT tax has in-built “market solution”
By Sharon Thiruchelvam
September 30, 2019, Global Investor Group
The author of Labour’s proposed extended financial transactions tax (FTT), a former head of derivatives products at the London Stock Exchange, …
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EMIR data can inform derivs trading strategies – ECB
By James Thursfield
September 27, 2019, Global Investor Group
Researchers at The European Central Bank (ECB) have outlined how European Market Infrastructure Regulation (EMIR) data can be used to inform …
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PAI discounting requires “careful analysis”
By James Thursfield
September 26, 2019, Global Investor Group
Members of the European Central Bank (ECB) working group on euro risk-free rates have warned that the industry must be “especially …
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Brexit’s $74 Trillion Battle Over Derivatives Is Heating Up
By Alexander Weber and Silla Brush
September 26, 2019, Bloomberg
London’s dominance of the derivatives market is under threat, with European firms at risk of being blocked from using clearinghouses …
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